-48.0%
TMF vs SSNC
+998.3%
-1,046.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.4% |
| 7D | +1.2% | -3.3% | +4.5% | +0.4% |
| 30D | +19.7% | -1.3% | +21.0% | +19.4% |
| 3M | -2.1% | -2.3% | +0.2% | -2.7% |
| 6M | -13.4% | +12.6% | -26.1% | -10.5% |
| YTD | -16.7% | -10.1% | -6.6% | -18.9% |
| 1Y | -23.3% | -6.6% | -16.8% | -24.5% |
| 3Y | -24.8% | +54.0% | -78.8% | -13.7% |
| 5Y | -88.0% | +7.0% | -95.0% | -88.0% |
| 10Y | -84.7% | +176.7% | -261.4% | -74.2% |
| All | -48.0% | +998.3% | -1,046.3% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling