-44.5%
TOST vs SSNC
+19.9%
-64.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.6% |
| 7D | +9.4% | -3.3% | +12.8% | +13.2% |
| 30D | +13.5% | -1.3% | +14.7% | +14.3% |
| 3M | -0.1% | -2.3% | +2.2% | +1.4% |
| 6M | +22.5% | +12.6% | +9.8% | +6.1% |
| YTD | -2.4% | -10.1% | +7.7% | +7.9% |
| 1Y | -4.7% | -6.6% | +1.9% | +1.0% |
| 3Y | +103.2% | +54.0% | +49.3% | +16.4% |
| 5Y | -41.2% | +7.0% | -48.2% | -43.2% |
| All | -44.5% | +19.9% | -64.4% | -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 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