+16.3%
TFC vs SSNC
-9.9%
+26.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.5% | -6.7% | +4.3% | -0.7% |
| 30D | -2.8% | -0.8% | -2.0% | -2.6% |
| 3M | +2.1% | +16.1% | -13.9% | -1.8% |
| 6M | +10.1% | +7.9% | +2.2% | +7.7% |
| YTD | +5.4% | -8.7% | +14.1% | +8.2% |
| 1Y | +16.3% | -9.5% | +25.8% | +17.4% |
| All | +16.3% | -9.9% | +26.2% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling