-30.2%
TMF vs SSNC
-5.7%
-24.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -8.2% | +1.4% | -9.5% | -8.4% |
| 30D | +5.3% | -2.6% | +8.0% | +6.0% |
| 3M | -8.5% | -0.6% | -7.9% | -8.2% |
| 6M | -17.2% | +19.9% | -37.1% | -18.2% |
| YTD | -23.4% | -8.2% | -15.2% | -23.2% |
| 1Y | -30.2% | -5.5% | -24.7% | -30.1% |
| All | -30.2% | -5.7% | -24.5% | -30.1% |
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