-47.5%
TMF vs SSNC
+1,082.2%
-1,129.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.1% |
| 7D | -1.4% | +0.6% | -2.1% | -1.3% |
| 30D | -2.8% | +6.0% | -8.9% | -1.4% |
| 3M | -10.9% | +21.0% | -31.9% | -6.2% |
| 6M | -21.3% | +12.1% | -33.4% | -18.9% |
| YTD | -15.9% | -3.2% | -12.6% | -16.5% |
| 1Y | -15.7% | -4.4% | -11.4% | -16.5% |
| 3Y | -43.4% | +51.6% | -95.0% | -35.8% |
| 5Y | -87.8% | +21.1% | -108.8% | -87.2% |
| 10Y | -86.7% | +177.7% | -264.4% | -78.0% |
| All | -47.5% | +1,082.2% | -1,129.7% | +163.3% |
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