+124.3%
TDG vs SSNC
+19.2%
+105.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.3% |
| 7D | -1.9% | -4.0% | +2.2% | +0.3% |
| 30D | -7.7% | +0.5% | -8.2% | -8.1% |
| 3M | -9.3% | +18.9% | -28.3% | -18.1% |
| 6M | -9.4% | +10.8% | -20.2% | -15.1% |
| YTD | -14.3% | -7.1% | -7.1% | -11.1% |
| 1Y | -11.8% | -9.6% | -2.2% | -7.4% |
| 3Y | +52.0% | +51.1% | +0.9% | +12.9% |
| All | +124.3% | +19.2% | +105.1% | +95.9% |
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