-15.7%
TMF vs SSNC
-3.0%
-12.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.5% |
| 7D | -1.4% | +0.6% | -2.1% | -1.5% |
| 30D | -2.8% | +6.0% | -8.9% | -3.4% |
| 3M | -10.9% | +21.0% | -31.9% | -12.1% |
| 6M | -21.3% | +12.1% | -33.4% | -22.4% |
| YTD | -15.9% | -3.2% | -12.6% | -16.5% |
| 1Y | -15.7% | -4.4% | -11.4% | -16.7% |
| All | -15.7% | -3.0% | -12.8% | -16.7% |
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 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