+45.9%
TAP vs SSNC
+1,013.9%
-968.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | -4.5% | -2.5% | -2.0% | -3.8% |
| 30D | +7.5% | -2.7% | +10.2% | +8.3% |
| 3M | -4.9% | -0.8% | -4.0% | -4.6% |
| 6M | -3.5% | +15.5% | -19.0% | -7.4% |
| YTD | -11.4% | -8.8% | -2.6% | -9.9% |
| 1Y | -10.8% | -5.8% | -5.0% | -10.1% |
| 3Y | -24.5% | +55.7% | -80.2% | -34.6% |
| 5Y | +2.5% | +6.7% | -4.2% | -2.8% |
| 10Y | -47.6% | +184.0% | -231.6% | -63.1% |
| All | +45.9% | +1,013.9% | -968.1% | -29.1% |
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