-81.9%
TMF vs SSNC
+184.2%
-266.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -8.2% | +1.4% | -9.5% | -8.1% |
| 30D | +5.3% | -2.6% | +8.0% | +5.2% |
| 3M | -8.5% | -0.6% | -7.9% | -8.5% |
| 6M | -17.2% | +19.9% | -37.1% | -15.6% |
| YTD | -23.4% | -8.2% | -15.2% | -24.0% |
| 1Y | -30.2% | -5.5% | -24.7% | -30.6% |
| 3Y | -32.9% | +56.8% | -89.7% | -28.1% |
| 5Y | -88.5% | +7.8% | -96.3% | -88.8% |
| All | -81.9% | +184.2% | -266.0% | -79.3% |
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 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