+396.0%
TPR vs SSNC
+58.0%
+338.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -0.3% | +2.3% | -2.6% | -1.3% |
| 30D | +15.1% | -3.1% | +18.2% | +16.4% |
| 3M | +3.5% | -2.7% | +6.3% | +4.4% |
| 6M | +0.4% | +23.7% | -23.2% | -10.5% |
| YTD | +4.6% | -8.0% | +12.6% | +8.5% |
| 1Y | +33.1% | -4.7% | +37.8% | +35.3% |
| 3Y | +396.0% | +58.0% | +338.0% | +229.1% |
| All | +396.0% | +58.0% | +338.0% | +229.1% |
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