+95.4%
TRMB vs SSNC
+184.6%
-89.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | +2.8% | +2.3% | +0.5% | +1.3% |
| 30D | -5.9% | -3.1% | -2.7% | -3.9% |
| 3M | -3.3% | -2.7% | -0.6% | -1.6% |
| 6M | +1.3% | +23.7% | -22.3% | -12.6% |
| YTD | -29.0% | -8.0% | -21.0% | -25.7% |
| 1Y | -27.8% | -4.7% | -23.1% | -26.2% |
| 3Y | +36.3% | +58.0% | -21.7% | -1.3% |
| 5Y | -35.8% | +8.0% | -43.8% | -40.8% |
| All | +95.4% | +184.6% | -89.3% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling