+125.4%
TD vs SSNC
+14.9%
+110.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | -2.6% | -6.7% | +4.2% | -0.2% |
| 30D | -1.0% | -0.8% | -0.2% | -0.8% |
| 3M | +5.6% | +16.1% | -10.4% | -0.4% |
| 6M | +27.1% | +7.9% | +19.1% | +22.8% |
| YTD | +29.4% | -8.7% | +38.1% | +33.1% |
| 1Y | +60.7% | -9.5% | +70.2% | +65.5% |
| 3Y | +127.6% | +47.7% | +79.9% | +83.4% |
| 5Y | +125.4% | +17.6% | +107.8% | +93.0% |
| All | +125.4% | +14.9% | +110.5% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling