-4.7%
TOST vs SSNC
-7.9%
+3.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.8% |
| 7D | +9.4% | -3.3% | +12.8% | +12.2% |
| 30D | +13.5% | -1.3% | +14.7% | +13.9% |
| 3M | -0.1% | -2.3% | +2.2% | +0.9% |
| 6M | +22.5% | +12.6% | +9.8% | +11.1% |
| YTD | -2.4% | -10.1% | +7.7% | +12.3% |
| 1Y | -4.7% | -6.6% | +1.9% | +5.3% |
| All | -4.7% | -7.9% | +3.2% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling