+911.5%
TT vs SSNC
+169.0%
+742.5%
-40.5%
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% | -0.8% |
| 7D | -1.0% | -6.7% | +5.8% | +1.8% |
| 30D | -8.9% | -0.8% | -8.1% | -8.7% |
| 3M | -1.8% | +16.1% | -17.9% | -8.5% |
| 6M | +1.9% | +7.9% | -6.1% | -2.6% |
| YTD | +13.8% | -8.7% | +22.5% | +16.1% |
| 1Y | +6.1% | -9.5% | +15.6% | +8.5% |
| 3Y | +119.6% | +47.7% | +71.9% | +77.7% |
| 5Y | +145.9% | +17.6% | +128.2% | +117.4% |
| All | +911.5% | +169.0% | +742.5% | +561.5% |
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