+889.2%
TRV vs SSNC
+1,021.3%
-132.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | +0.2% | -3.9% | +4.1% | +1.4% |
| 30D | -2.3% | -0.2% | -2.2% | -2.3% |
| 3M | +22.7% | +15.9% | +6.8% | +16.6% |
| 6M | +21.9% | +7.5% | +14.5% | +18.5% |
| YTD | +27.5% | -8.2% | +35.7% | +29.8% |
| 1Y | +36.2% | -9.3% | +45.6% | +39.1% |
| 3Y | +140.6% | +48.5% | +92.1% | +108.2% |
| 5Y | +154.5% | +16.0% | +138.5% | +134.5% |
| 10Y | +295.4% | +169.2% | +126.3% | +177.7% |
| All | +889.2% | +1,021.3% | -132.1% | +360.7% |
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