-22.5%
TMF vs SSNC
-8.1%
-14.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.3% |
| 7D | +1.0% | -1.8% | +2.8% | +1.1% |
| 30D | -1.8% | +1.9% | -3.8% | -2.0% |
| 3M | -8.2% | +18.4% | -26.6% | -9.3% |
| 6M | -19.5% | +7.0% | -26.5% | -20.3% |
| YTD | -16.0% | -6.9% | -9.0% | -16.4% |
| 1Y | -22.5% | -8.2% | -14.3% | -24.0% |
| All | -22.5% | -8.1% | -14.4% | -24.0% |
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