+271.7%
TSN vs SSNC
+1,082.2%
-810.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -6.3% | +0.6% | -7.0% | -6.5% |
| 30D | -10.8% | +6.0% | -16.9% | -12.4% |
| 3M | -8.8% | +21.0% | -29.7% | -13.8% |
| 6M | -16.8% | +12.1% | -28.9% | -20.0% |
| YTD | -10.0% | -3.2% | -6.8% | -10.0% |
| 1Y | -5.3% | -4.4% | -0.9% | -5.0% |
| 3Y | +8.5% | +51.6% | -43.1% | -5.6% |
| 5Y | -22.9% | +21.1% | -44.0% | -29.6% |
| 10Y | -12.6% | +177.7% | -190.3% | -37.6% |
| All | +271.7% | +1,082.2% | -810.5% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling