+76.5%
TNA vs SSNC
+173.6%
-97.0%
-88.1%
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% | -1.5% |
| 7D | -7.3% | -4.0% | -3.2% | -1.5% |
| 30D | -14.2% | +0.5% | -14.7% | -15.3% |
| 3M | -4.6% | +18.9% | -23.5% | -30.5% |
| 6M | +36.9% | +10.8% | +26.1% | +8.5% |
| YTD | +42.5% | -7.1% | +49.7% | +45.3% |
| 1Y | +45.8% | -9.6% | +55.4% | +55.3% |
| 3Y | +104.7% | +51.1% | +53.6% | +6.9% |
| 5Y | -21.7% | +19.7% | -41.4% | -33.0% |
| All | +76.5% | +173.6% | -97.0% | -17.8% |
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 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