+51.1%
SSNC vs TKO
+102.7%
-51.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | -4.0% | +2.3% | -6.4% | -4.5% |
| 30D | +0.5% | -2.5% | +3.0% | +0.9% |
| 3M | +18.9% | -10.6% | +29.5% | +21.1% |
| 6M | +10.8% | -5.1% | +15.9% | +11.4% |
| YTD | -7.1% | -8.2% | +1.1% | -6.2% |
| 1Y | -9.6% | -4.4% | -5.2% | -9.5% |
| 3Y | +51.1% | +100.4% | -49.3% | +36.5% |
| All | +51.1% | +102.7% | -51.6% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling