+47.2%
TAP vs SSNC
+998.3%
-951.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.3% |
| 7D | +0.5% | -3.3% | +3.9% | +1.5% |
| 30D | +9.1% | -1.3% | +10.4% | +9.5% |
| 3M | -3.8% | -2.3% | -1.5% | -3.2% |
| 6M | -3.4% | +12.6% | -16.1% | -6.7% |
| YTD | -10.6% | -10.1% | -0.5% | -8.7% |
| 1Y | -4.4% | -6.6% | +2.2% | -3.5% |
| 3Y | -24.4% | +54.0% | -78.3% | -34.3% |
| 5Y | +2.1% | +7.0% | -4.9% | -3.3% |
| 10Y | -48.7% | +176.7% | -225.5% | -63.7% |
| All | +47.2% | +998.3% | -951.1% | -28.2% |
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