+498.1%
TD vs SSNC
+1,021.3%
-523.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.7% |
| 7D | -1.9% | -3.9% | +2.0% | -0.6% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | +4.6% | +15.9% | -11.3% | -1.0% |
| 6M | +26.8% | +7.5% | +19.4% | +22.7% |
| YTD | +28.3% | -8.2% | +36.5% | +30.5% |
| 1Y | +60.4% | -9.3% | +69.8% | +63.5% |
| 3Y | +125.7% | +48.5% | +77.3% | +91.9% |
| 5Y | +122.4% | +16.0% | +106.3% | +103.0% |
| 10Y | +297.1% | +169.2% | +127.9% | +172.2% |
| All | +498.1% | +1,021.3% | -523.2% | +144.8% |
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