+417.0%
TTMI vs SSNC
+7.5%
+409.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.9% |
| 7D | +11.4% | +2.3% | +9.1% | +10.7% |
| 30D | -28.3% | -3.1% | -25.2% | -28.4% |
| 3M | -46.7% | -2.7% | -43.9% | -47.0% |
| 6M | -56.1% | +23.7% | -79.8% | -61.4% |
| YTD | +7.4% | -8.0% | +15.4% | +9.8% |
| 1Y | +17.4% | -4.7% | +22.1% | +17.3% |
| 3Y | +429.1% | +58.0% | +371.2% | +265.4% |
| All | +417.0% | +7.5% | +409.4% | +335.5% |
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