+734.2%
TT vs SSNC
+170.8%
+563.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.4% | +4.6% |
| 7D | +1.7% | -4.5% | +6.2% | +3.6% |
| 30D | -11.8% | -3.9% | -8.0% | -10.8% |
| 3M | -12.6% | -1.3% | -11.3% | -12.6% |
| 6M | -9.4% | +14.1% | -23.5% | -15.6% |
| YTD | +8.8% | -9.9% | +18.7% | +11.1% |
| 1Y | -2.5% | -6.2% | +3.7% | -2.4% |
| 3Y | +95.7% | +56.1% | +39.6% | +53.6% |
| 5Y | +135.7% | +5.4% | +130.4% | +117.4% |
| All | +734.2% | +170.8% | +563.4% | +443.6% |
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