+364.1%
TTD vs SSNC
+174.4%
+189.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +1.2% |
| 7D | -7.4% | -6.7% | -0.7% | -1.0% |
| 30D | +3.0% | -0.8% | +3.8% | +4.0% |
| 3M | -27.6% | +16.1% | -43.6% | -37.4% |
| 6M | -49.5% | +7.9% | -57.4% | -53.3% |
| YTD | -63.2% | -8.7% | -54.5% | -60.2% |
| 1Y | -69.7% | -9.5% | -60.2% | -67.2% |
| 3Y | -83.3% | +47.7% | -131.0% | -89.1% |
| 5Y | -80.8% | +17.6% | -98.4% | -83.6% |
| All | +364.1% | +174.4% | +189.7% | +90.6% |
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