-19.7%
TSN vs SSNC
+15.9%
-35.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.7% |
| 7D | -7.3% | -3.9% | -3.4% | -6.4% |
| 30D | -8.6% | -0.2% | -8.5% | -8.8% |
| 3M | -7.5% | +15.9% | -23.4% | -11.5% |
| 6M | -14.1% | +7.5% | -21.6% | -16.2% |
| YTD | -9.4% | -8.2% | -1.2% | -7.8% |
| 1Y | -4.1% | -9.3% | +5.3% | -2.1% |
| 3Y | +10.3% | +48.5% | -38.1% | -3.8% |
| 5Y | -19.7% | +16.0% | -35.7% | -27.9% |
| All | -19.7% | +15.9% | -35.6% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling