+379.4%
TTD vs SSNC
+190.9%
+188.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.3% |
| 7D | +6.3% | +0.6% | +5.7% | +5.8% |
| 30D | -23.9% | +6.0% | -29.9% | -27.8% |
| 3M | -31.4% | +21.0% | -52.4% | -42.9% |
| 6M | -42.7% | +12.1% | -54.8% | -48.8% |
| YTD | -62.0% | -3.2% | -58.8% | -61.1% |
| 1Y | -72.2% | -4.4% | -67.8% | -71.4% |
| 3Y | -81.9% | +51.6% | -133.6% | -88.5% |
| 5Y | -81.5% | +21.1% | -102.6% | -84.7% |
| All | +379.4% | +190.9% | +188.5% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling