-23.0%
TNA vs SSNC
+19.2%
-42.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | -1.6% |
| 7D | -7.3% | -4.0% | -3.2% | -1.2% |
| 30D | -14.2% | +0.5% | -14.7% | -15.4% |
| 3M | -4.6% | +18.9% | -23.5% | -31.9% |
| 6M | +36.9% | +10.8% | +26.1% | +7.3% |
| YTD | +42.5% | -7.1% | +49.7% | +49.5% |
| 1Y | +45.8% | -9.6% | +55.4% | +60.8% |
| 3Y | +104.7% | +51.1% | +53.6% | -10.2% |
| All | -23.0% | +19.2% | -42.2% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling