+1,356.6%
TTMI vs SSNC
+1,037.0%
+319.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.8% | +6.8% | +4.7% |
| 7D | +12.2% | -1.8% | +13.9% | +12.9% |
| 30D | -5.7% | +1.9% | -7.6% | -6.9% |
| 3M | -27.5% | +18.4% | -45.9% | -34.7% |
| 6M | +47.1% | +7.0% | +40.2% | +37.3% |
| YTD | +87.5% | -6.9% | +94.4% | +85.6% |
| 1Y | +175.2% | -8.2% | +183.4% | +173.9% |
| 3Y | +901.9% | +50.5% | +851.4% | +670.0% |
| 5Y | +843.5% | +17.4% | +826.1% | +713.3% |
| 10Y | +1,077.0% | +164.9% | +912.1% | +547.9% |
| All | +1,356.6% | +1,037.0% | +319.7% | +228.4% |
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 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