-18.3%
TOST vs SSNC
-8.1%
-10.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | +1.0% |
| 7D | -0.9% | -1.8% | +0.9% | +0.4% |
| 30D | -3.5% | +1.9% | -5.4% | -5.0% |
| 3M | +38.1% | +18.4% | +19.7% | +20.4% |
| 6M | +9.9% | +7.0% | +2.9% | +5.6% |
| YTD | -6.3% | -6.9% | +0.7% | +2.1% |
| 1Y | -18.3% | -8.2% | -10.1% | -9.9% |
| All | -18.3% | -8.1% | -10.2% | -9.9% |
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