+95.3%
TFC vs SSNC
+169.0%
-73.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -2.5% | -6.7% | +4.3% | +1.5% |
| 30D | -2.8% | -0.8% | -2.0% | -2.5% |
| 3M | +2.1% | +16.1% | -13.9% | -7.2% |
| 6M | +10.1% | +7.9% | +2.2% | +3.9% |
| YTD | +5.4% | -8.7% | +14.1% | +9.1% |
| 1Y | +16.3% | -9.5% | +25.8% | +20.8% |
| 3Y | +95.9% | +47.7% | +48.2% | +51.0% |
| 5Y | +16.0% | +17.6% | -1.7% | +1.0% |
| All | +95.3% | +169.0% | -73.7% | +26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling