+1,089.7%
SSNC vs TKO
+1,629.4%
-539.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.0% |
| 7D | -3.9% | +0.7% | -4.6% | -4.1% |
| 30D | -0.2% | +0.9% | -1.1% | -0.5% |
| 3M | +15.9% | -6.2% | +22.1% | +17.0% |
| 6M | +7.5% | -5.6% | +13.1% | +8.2% |
| YTD | -8.2% | -7.8% | -0.4% | -7.4% |
| 1Y | -9.3% | -1.2% | -8.1% | -9.9% |
| 3Y | +48.5% | +106.5% | -58.1% | +26.2% |
| 5Y | +16.0% | +310.4% | -294.3% | -15.1% |
| 10Y | +169.2% | +987.5% | -818.4% | +62.3% |
| All | +1,089.7% | +1,629.4% | -539.7% | +438.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling