+311.2%
TPR vs SSNC
+164.2%
+147.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | +0.1% | -1.2% |
| 7D | -3.4% | -1.8% | -1.6% | -2.3% |
| 30D | -27.3% | +1.9% | -29.2% | -28.5% |
| 3M | -16.2% | +18.4% | -34.6% | -26.0% |
| 6M | -17.9% | +7.0% | -24.9% | -22.9% |
| YTD | -7.1% | -6.9% | -0.2% | -4.8% |
| 1Y | +13.6% | -8.2% | +21.8% | +17.3% |
| 3Y | +293.7% | +50.5% | +243.2% | +183.5% |
| 5Y | +239.1% | +17.4% | +221.7% | +188.8% |
| 10Y | +311.2% | +164.9% | +146.3% | +152.3% |
| All | +311.2% | +164.2% | +147.0% | +152.3% |
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 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