+1,342.3%
TDY vs SSNC
+1,021.3%
+321.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.0% |
| 7D | -1.8% | -3.9% | +2.1% | -0.1% |
| 30D | -13.8% | -0.2% | -13.6% | -13.8% |
| 3M | -3.9% | +15.9% | -19.8% | -11.0% |
| 6M | -9.0% | +7.5% | -16.5% | -13.2% |
| YTD | +16.5% | -8.2% | +24.8% | +18.7% |
| 1Y | +9.3% | -9.3% | +18.6% | +11.8% |
| 3Y | +45.1% | +48.5% | -3.4% | +16.6% |
| 5Y | +35.0% | +16.0% | +19.0% | +19.9% |
| 10Y | +469.0% | +169.2% | +299.8% | +237.1% |
| All | +1,342.3% | +1,021.3% | +321.0% | +328.4% |
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