-88.0%
TMF vs SSNC
+6.8%
-94.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +1.2% | -3.3% | +4.5% | +1.9% |
| 30D | +19.7% | -1.3% | +21.0% | +20.1% |
| 3M | -2.1% | -2.3% | +0.2% | -1.6% |
| 6M | -13.4% | +12.6% | -26.1% | -15.5% |
| YTD | -16.7% | -10.1% | -6.6% | -15.2% |
| 1Y | -23.3% | -6.6% | -16.8% | -22.6% |
| 3Y | -24.8% | +54.0% | -78.8% | -32.4% |
| All | -88.0% | +6.8% | -94.8% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling