+508.5%
TTD vs SSNC
+184.6%
+323.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.2% |
| 7D | +21.3% | +2.3% | +19.0% | +18.8% |
| 30D | +28.7% | -3.1% | +31.8% | +32.3% |
| 3M | +7.7% | -2.7% | +10.4% | +10.4% |
| 6M | -23.5% | +23.7% | -47.2% | -37.7% |
| YTD | -58.7% | -8.0% | -50.7% | -55.8% |
| 1Y | -63.4% | -4.7% | -58.7% | -62.2% |
| 3Y | -75.3% | +58.0% | -133.3% | -84.9% |
| 5Y | -84.4% | +8.0% | -92.3% | -85.7% |
| All | +508.5% | +184.6% | +323.8% | +151.5% |
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