-0.3%
TFC vs SSNC
+7.5%
-7.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +1.2% | +2.3% | -1.1% | -0.2% |
| 30D | +9.7% | -3.1% | +12.8% | +11.3% |
| 3M | -4.8% | -2.7% | -2.0% | -3.7% |
| 6M | +8.4% | +23.7% | -15.2% | -7.5% |
| YTD | +4.7% | -8.0% | +12.7% | +8.6% |
| 1Y | +15.0% | -4.7% | +19.7% | +16.0% |
| 3Y | +93.9% | +58.0% | +35.9% | +30.3% |
| All | -0.3% | +7.5% | -7.8% | -13.7% |
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 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