-19.2%
TRI vs SSNC
+49.3%
-68.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.6% |
| 7D | -7.9% | -4.0% | -3.8% | -5.2% |
| 30D | -4.5% | +0.5% | -5.0% | -4.4% |
| 3M | +22.1% | +18.9% | +3.2% | +10.8% |
| 6M | -2.8% | +10.8% | -13.6% | -8.4% |
| YTD | -23.4% | -7.1% | -16.3% | -22.1% |
| 1Y | -41.5% | -9.6% | -31.9% | -40.0% |
| 3Y | -19.2% | +51.1% | -70.3% | -29.1% |
| All | -19.2% | +49.3% | -68.5% | -29.1% |
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