+310.3%
TPR vs SSNC
+56.7%
+253.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -2.3% | +0.6% | -2.9% | -2.6% |
| 30D | -23.0% | +6.0% | -29.0% | -25.3% |
| 3M | -12.5% | +21.0% | -33.4% | -20.7% |
| 6M | -21.4% | +12.1% | -33.5% | -26.0% |
| YTD | -3.5% | -3.2% | -0.3% | -1.8% |
| 1Y | +17.4% | -4.4% | +21.7% | +20.3% |
| All | +310.3% | +56.7% | +253.6% | +186.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling