-80.7%
TTD vs SSNC
+17.5%
-98.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | +1.1% |
| 7D | +1.7% | -1.8% | +3.5% | +3.7% |
| 30D | +1.6% | +1.9% | -0.3% | -0.2% |
| 3M | -27.8% | +18.4% | -46.2% | -39.6% |
| 6M | -52.1% | +7.0% | -59.1% | -55.5% |
| YTD | -63.1% | -6.9% | -56.1% | -60.3% |
| 1Y | -73.1% | -8.2% | -64.9% | -70.8% |
| 3Y | -83.3% | +50.5% | -133.8% | -90.5% |
| All | -80.7% | +17.5% | -98.3% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling