-44.8%
TOST vs SSNC
+21.6%
-66.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.9% |
| 7D | +3.0% | -2.5% | +5.5% | +5.5% |
| 30D | +10.3% | -2.7% | +13.0% | +12.8% |
| 3M | -3.3% | -0.8% | -2.4% | -3.3% |
| 6M | +37.8% | +15.5% | +22.3% | +15.9% |
| YTD | -2.8% | -8.8% | +6.0% | +5.9% |
| 1Y | -9.6% | -5.8% | -3.8% | -5.0% |
| 3Y | +144.6% | +55.7% | +89.0% | +38.3% |
| 5Y | -31.0% | +6.7% | -37.6% | -34.1% |
| All | -44.8% | +21.6% | -66.4% | -53.1% |
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