+401.5%
TPR vs SSNC
+53.7%
+347.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.7% |
| 7D | +14.2% | -3.3% | +17.5% | +15.8% |
| 30D | +17.1% | -1.3% | +18.3% | +17.4% |
| 3M | -17.7% | -2.3% | -15.4% | -17.4% |
| 6M | -10.2% | +12.6% | -22.8% | -16.2% |
| YTD | +4.9% | -10.1% | +15.0% | +9.9% |
| 1Y | +36.1% | -6.6% | +42.7% | +39.5% |
| All | +401.5% | +53.7% | +347.8% | +241.6% |
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