+432.0%
TPR vs SSNC
+1,000.8%
-568.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.3% |
| 7D | +12.7% | -4.5% | +17.2% | +15.3% |
| 30D | +17.1% | -3.9% | +20.9% | +19.1% |
| 3M | -15.9% | -1.3% | -14.5% | -15.9% |
| 6M | +2.6% | +14.1% | -11.5% | -5.7% |
| YTD | +7.5% | -9.9% | +17.4% | +11.1% |
| 1Y | +32.9% | -6.2% | +39.1% | +34.5% |
| 3Y | +413.8% | +56.1% | +357.8% | +292.6% |
| 5Y | +263.9% | +5.4% | +258.5% | +241.3% |
| 10Y | +389.7% | +172.3% | +217.4% | +211.6% |
| All | +432.0% | +1,000.8% | -568.8% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling