+186.3%
TFC vs SSNC
+1,082.2%
-895.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.7% |
| 7D | +2.4% | +0.6% | +1.8% | +2.1% |
| 30D | -1.3% | +6.0% | -7.3% | -4.2% |
| 3M | +6.1% | +21.0% | -14.9% | -4.2% |
| 6M | +7.3% | +12.1% | -4.8% | +0.3% |
| YTD | +8.2% | -3.2% | +11.4% | +8.2% |
| 1Y | +14.4% | -4.4% | +18.8% | +15.0% |
| 3Y | +93.7% | +51.6% | +42.1% | +54.6% |
| 5Y | +16.4% | +21.1% | -4.7% | +3.0% |
| 10Y | +101.6% | +177.7% | -76.1% | +23.4% |
| All | +186.3% | +1,082.2% | -895.9% | -8.7% |
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 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