-24.3%
TMF vs SSNC
-3.9%
-20.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.7% |
| 7D | +4.0% | -1.1% | +5.1% | +4.2% |
| 30D | +19.5% | +0.6% | +18.8% | +19.6% |
| 3M | -3.5% | -1.5% | -2.1% | -3.2% |
| 6M | -10.6% | +15.8% | -26.4% | -11.3% |
| YTD | -17.1% | -8.0% | -9.1% | -17.4% |
| 1Y | -24.3% | -5.8% | -18.4% | -24.3% |
| All | -24.3% | -3.9% | -20.3% | -24.3% |
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 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