-84.0%
TTD vs SSNC
+47.5%
-131.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | +0.1% |
| 7D | -4.6% | -3.9% | -0.7% | -1.5% |
| 30D | +3.7% | -0.2% | +3.8% | +4.0% |
| 3M | -30.2% | +15.9% | -46.1% | -37.6% |
| 6M | -51.4% | +7.5% | -58.9% | -54.0% |
| YTD | -63.4% | -8.2% | -55.2% | -60.9% |
| 1Y | -73.5% | -9.3% | -64.2% | -71.4% |
| All | -84.0% | +47.5% | -131.5% | -88.7% |
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