+170.7%
SSNC vs TKO
+989.7%
-819.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | -4.0% | +2.3% | -6.4% | -4.6% |
| 30D | +0.5% | -2.5% | +3.0% | +0.9% |
| 3M | +18.9% | -10.6% | +29.5% | +21.5% |
| 6M | +10.8% | -5.1% | +15.9% | +11.5% |
| YTD | -7.1% | -8.2% | +1.1% | -6.1% |
| 1Y | -9.6% | -4.4% | -5.2% | -9.6% |
| 3Y | +51.1% | +100.4% | -49.3% | +25.9% |
| 5Y | +19.7% | +294.3% | -274.6% | -17.1% |
| All | +170.7% | +989.7% | -819.0% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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