-50.4%
TAP vs SSNC
+162.7%
-213.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -5.1% | -3.9% | -1.2% | -3.9% |
| 30D | -8.4% | -0.2% | -8.3% | -8.3% |
| 3M | -3.9% | +15.9% | -19.9% | -8.1% |
| 6M | -14.4% | +7.5% | -21.8% | -16.4% |
| YTD | -14.7% | -8.2% | -6.5% | -13.2% |
| 1Y | -18.7% | -9.3% | -9.3% | -17.1% |
| 3Y | -32.6% | +48.5% | -81.1% | -41.7% |
| 5Y | -1.4% | +16.0% | -17.4% | -9.4% |
| 10Y | -50.4% | +169.2% | -219.5% | -65.4% |
| All | -50.4% | +162.7% | -213.1% | -65.4% |
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