+90.2%
TT vs SSNC
+54.4%
+35.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.5% |
| 7D | -2.0% | -3.3% | +1.3% | -1.4% |
| 30D | -14.0% | -1.3% | -12.8% | -14.1% |
| 3M | -15.9% | -2.3% | -13.6% | -15.8% |
| 6M | -17.3% | +12.6% | -30.0% | -19.9% |
| YTD | +4.0% | -10.1% | +14.1% | +8.4% |
| 1Y | -7.1% | -6.6% | -0.5% | -4.9% |
| 3Y | +90.2% | +54.0% | +36.3% | +58.7% |
| All | +90.2% | +54.4% | +35.8% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling