-44.4%
TOST vs SSNC
+20.2%
-64.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +4.0% | -4.5% | +8.5% | +8.9% |
| 30D | +11.1% | -3.9% | +14.9% | +15.0% |
| 3M | +0.8% | -1.3% | +2.2% | +1.4% |
| 6M | +38.8% | +14.1% | +24.7% | +18.2% |
| YTD | -2.1% | -9.9% | +7.8% | +8.0% |
| 1Y | -6.0% | -6.2% | +0.2% | -0.8% |
| 3Y | +149.8% | +56.1% | +93.7% | +40.4% |
| 5Y | -42.8% | +5.4% | -48.1% | -44.6% |
| All | -44.4% | +20.2% | -64.6% | -52.2% |
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