+19.6%
TMO vs SSNC
+49.3%
-29.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.4% |
| 7D | -0.6% | -4.0% | +3.4% | +1.1% |
| 30D | +1.1% | +0.5% | +0.6% | +0.9% |
| 3M | +28.3% | +18.9% | +9.4% | +18.2% |
| 6M | +23.3% | +10.8% | +12.4% | +17.2% |
| YTD | +5.5% | -7.1% | +12.6% | +9.2% |
| 1Y | +24.5% | -9.6% | +34.2% | +30.9% |
| 3Y | +19.6% | +51.1% | -31.5% | -8.8% |
| All | +19.6% | +49.3% | -29.7% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling