+216.0%
TRU vs SSNC
+175.6%
+40.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | +0.2% |
| 7D | -6.5% | -3.9% | -2.6% | -3.9% |
| 30D | -2.5% | -0.2% | -2.3% | -2.3% |
| 3M | +10.4% | +15.9% | -5.6% | -0.1% |
| 6M | +1.6% | +7.5% | -5.8% | -3.0% |
| YTD | -9.7% | -8.2% | -1.5% | -4.1% |
| 1Y | -17.3% | -9.3% | -7.9% | -11.4% |
| 3Y | -1.8% | +48.5% | -50.3% | -21.3% |
| 5Y | -36.2% | +16.0% | -52.2% | -41.5% |
| 10Y | +143.2% | +169.2% | -25.9% | +45.0% |
| All | +216.0% | +175.6% | +40.4% | +74.1% |
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 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