-86.0%
TMF vs SSNC
+162.7%
-248.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.8% |
| 7D | -0.9% | -3.9% | +3.0% | -1.2% |
| 30D | -1.0% | -0.2% | -0.8% | -1.0% |
| 3M | -11.3% | +15.9% | -27.2% | -9.9% |
| 6M | -22.7% | +7.5% | -30.2% | -22.2% |
| YTD | -17.3% | -8.2% | -9.1% | -18.1% |
| 1Y | -22.5% | -9.3% | -13.1% | -23.2% |
| 3Y | -43.2% | +48.5% | -91.7% | -39.9% |
| 5Y | -88.3% | +16.0% | -104.3% | -88.3% |
| 10Y | -86.0% | +169.2% | -255.2% | -84.1% |
| All | -86.0% | +162.7% | -248.7% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling