+802.2%
TTMI vs SSNC
+14.9%
+787.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +6.0% | -6.7% | +12.8% | +8.5% |
| 30D | -6.4% | -0.8% | -5.6% | -6.5% |
| 3M | -28.9% | +16.1% | -45.0% | -34.1% |
| 6M | +26.9% | +7.9% | +18.9% | +20.8% |
| YTD | +77.3% | -8.7% | +86.0% | +84.1% |
| 1Y | +147.5% | -9.5% | +157.0% | +158.1% |
| 3Y | +847.6% | +47.7% | +800.0% | +598.1% |
| 5Y | +802.2% | +17.6% | +784.6% | +636.7% |
| All | +802.2% | +14.9% | +787.3% | +636.7% |
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 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