+69.0%
TPG vs SSNC
+1.6%
+67.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.3% |
| 7D | -9.4% | -4.0% | -5.4% | -6.4% |
| 30D | -5.3% | +0.5% | -5.8% | -5.5% |
| 3M | +12.9% | +18.9% | -6.0% | -2.2% |
| 6M | +20.1% | +10.8% | +9.3% | +9.7% |
| YTD | -22.5% | -7.1% | -15.3% | -17.8% |
| 1Y | -19.7% | -9.6% | -10.1% | -13.1% |
| 3Y | +81.2% | +51.1% | +30.1% | +27.4% |
| All | +69.0% | +1.6% | +67.4% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling