+314.1%
TRMB vs SSNC
+1,082.2%
-768.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.4% |
| 7D | -2.5% | +0.6% | -3.2% | -2.9% |
| 30D | +1.5% | +6.0% | -4.5% | -1.8% |
| 3M | +6.8% | +21.0% | -14.2% | -4.5% |
| 6M | -14.9% | +12.1% | -27.0% | -20.6% |
| YTD | -24.1% | -3.2% | -20.9% | -23.2% |
| 1Y | -25.4% | -4.4% | -21.0% | -24.1% |
| 3Y | +8.0% | +51.6% | -43.6% | -15.3% |
| 5Y | -37.3% | +21.1% | -58.4% | -44.4% |
| 10Y | +116.8% | +177.7% | -60.9% | +25.5% |
| All | +314.1% | +1,082.2% | -768.1% | +11.0% |
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 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