+1,124.0%
TTMI vs SSNC
+173.6%
+950.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.6% | +2.6% |
| 7D | +0.7% | -4.0% | +4.7% | +2.5% |
| 30D | -8.4% | +0.5% | -9.0% | -9.0% |
| 3M | -32.5% | +18.9% | -51.4% | -39.2% |
| 6M | +32.5% | +10.8% | +21.6% | +22.0% |
| YTD | +83.2% | -7.1% | +90.4% | +83.1% |
| 1Y | +161.7% | -9.6% | +171.3% | +165.0% |
| 3Y | +890.1% | +51.1% | +839.1% | +650.8% |
| 5Y | +832.4% | +19.7% | +812.8% | +687.7% |
| All | +1,124.0% | +173.6% | +950.4% | +641.9% |
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