+328.6%
TMO vs SSNC
+173.6%
+155.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.4% |
| 7D | -0.6% | -4.0% | +3.4% | +0.9% |
| 30D | +1.1% | +0.5% | +0.6% | +0.9% |
| 3M | +28.3% | +18.9% | +9.4% | +19.2% |
| 6M | +23.3% | +10.8% | +12.4% | +17.6% |
| YTD | +5.5% | -7.1% | +12.6% | +7.5% |
| 1Y | +24.5% | -9.6% | +34.2% | +28.1% |
| 3Y | +19.6% | +51.1% | -31.5% | +0.2% |
| 5Y | +8.1% | +19.7% | -11.5% | -2.7% |
| All | +328.6% | +173.6% | +155.0% | +199.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling