+392.1%
TGT vs SSNC
+1,037.0%
-644.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.8% | 0.0% |
| 7D | -0.6% | -1.8% | +1.1% | -0.2% |
| 30D | +9.5% | +1.9% | +7.6% | +9.0% |
| 3M | +32.3% | +18.4% | +13.9% | +26.2% |
| 6M | +37.0% | +7.0% | +30.1% | +34.0% |
| YTD | +71.0% | -6.9% | +78.0% | +73.0% |
| 1Y | +85.0% | -8.2% | +93.2% | +87.7% |
| 3Y | +46.8% | +50.5% | -3.7% | +30.1% |
| 5Y | -22.7% | +17.4% | -40.1% | -27.7% |
| 10Y | +216.3% | +164.9% | +51.3% | +146.2% |
| All | +392.1% | +1,037.0% | -644.9% | +191.2% |
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