+113.6%
TRMB vs SSNC
+169.0%
-55.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.6% |
| 7D | -5.4% | -6.7% | +1.3% | -0.9% |
| 30D | -2.0% | -0.8% | -1.2% | -1.4% |
| 3M | +12.3% | +16.1% | -3.7% | +1.4% |
| 6M | -17.6% | +7.9% | -25.6% | -22.1% |
| YTD | -27.5% | -8.7% | -18.7% | -23.6% |
| 1Y | -29.1% | -9.5% | -19.6% | -25.0% |
| 3Y | +11.5% | +47.7% | -36.2% | -15.2% |
| 5Y | -39.5% | +17.6% | -57.1% | -46.9% |
| All | +113.6% | +169.0% | -55.4% | +24.2% |
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 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