-81.8%
TMF vs SSNC
+177.4%
-259.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | +0.1% |
| 7D | +0.6% | -4.5% | +5.1% | +0.2% |
| 30D | +16.3% | -3.9% | +20.2% | +16.0% |
| 3M | -2.7% | -1.3% | -1.4% | -2.7% |
| 6M | -13.2% | +14.1% | -27.3% | -11.9% |
| YTD | -16.7% | -9.9% | -6.8% | -17.5% |
| 1Y | -22.7% | -6.2% | -16.5% | -23.1% |
| 3Y | -26.1% | +56.1% | -82.2% | -20.8% |
| 5Y | -88.4% | +5.4% | -93.8% | -88.7% |
| 10Y | -81.8% | +172.3% | -254.1% | -79.8% |
| All | -81.8% | +177.4% | -259.3% | -79.8% |
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