-47.8%
TAP vs SSNC
+170.8%
-218.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -7.8% | -4.5% | -3.3% | -6.5% |
| 30D | +7.1% | -3.9% | +11.0% | +8.4% |
| 3M | -7.0% | -1.3% | -5.7% | -6.6% |
| 6M | -3.8% | +14.1% | -17.9% | -7.6% |
| YTD | -11.7% | -9.9% | -1.8% | -9.7% |
| 1Y | -10.1% | -6.2% | -3.9% | -9.3% |
| 3Y | -23.7% | +56.1% | -79.8% | -34.8% |
| 5Y | +2.9% | +5.4% | -2.5% | -2.3% |
| All | -47.8% | +170.8% | -218.5% | -62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling