+736.3%
TT vs SSNC
+184.6%
+551.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +4.0% | +2.3% | +1.7% | +3.1% |
| 30D | -11.3% | -3.1% | -8.2% | -10.5% |
| 3M | -12.3% | -2.7% | -9.5% | -11.8% |
| 6M | -10.8% | +23.7% | -34.5% | -19.7% |
| YTD | +8.2% | -8.0% | +16.2% | +9.5% |
| 1Y | +1.5% | -4.7% | +6.2% | +1.0% |
| 3Y | +91.5% | +58.0% | +33.5% | +49.6% |
| 5Y | +130.2% | +8.0% | +122.2% | +110.3% |
| All | +736.3% | +184.6% | +551.7% | +442.4% |
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