-3.4%
TAP vs SSNC
+12.8%
-16.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.1% |
| 7D | +0.5% | -3.3% | +3.9% | +2.2% |
| 30D | +9.1% | -1.3% | +10.4% | +9.5% |
| 3M | -3.8% | -2.3% | -1.5% | -2.7% |
| 6M | -3.4% | +12.6% | -16.1% | -8.3% |
| All | -3.4% | +12.8% | -16.2% | -8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling