-22.6%
TMF vs SSNC
-6.2%
-16.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +0.6% | -4.5% | +5.1% | +1.4% |
| 30D | +16.3% | -3.9% | +20.2% | +17.3% |
| 3M | -2.7% | -1.3% | -1.4% | -2.2% |
| 6M | -13.2% | +14.1% | -27.3% | -13.7% |
| YTD | -16.7% | -9.9% | -6.8% | -16.1% |
| All | -22.6% | -6.2% | -16.4% | -22.1% |
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 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