+94.6%
TFC vs SSNC
+49.6%
+45.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -0.1% |
| 7D | +2.2% | -1.8% | +4.0% | +3.2% |
| 30D | -2.5% | +1.9% | -4.4% | -3.6% |
| 3M | +4.5% | +18.4% | -13.8% | -5.5% |
| 6M | +11.0% | +7.0% | +4.0% | +6.5% |
| YTD | +5.9% | -6.9% | +12.8% | +10.8% |
| 1Y | +14.6% | -8.2% | +22.7% | +20.8% |
| All | +94.6% | +49.6% | +45.0% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling