+422.0%
TNA vs SSNC
+1,021.3%
-599.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.8% | -2.2% |
| 7D | -3.6% | -3.9% | +0.3% | +1.7% |
| 30D | -10.1% | -0.2% | -9.9% | -10.2% |
| 3M | +2.7% | +15.9% | -13.2% | -20.6% |
| 6M | +38.4% | +7.5% | +31.0% | +16.8% |
| YTD | +45.4% | -8.2% | +53.6% | +50.3% |
| 1Y | +55.9% | -9.3% | +65.3% | +64.5% |
| 3Y | +109.8% | +48.5% | +61.4% | +21.2% |
| 5Y | -22.5% | +16.0% | -38.5% | -27.4% |
| 10Y | +87.5% | +169.2% | -81.6% | -23.6% |
| All | +422.0% | +1,021.3% | -599.2% | -65.5% |
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 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