+37.6%
SSNC vs TW
+301.3%
-263.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.1% |
| 7D | +2.3% | +3.9% | -1.6% | +0.9% |
| 30D | -3.1% | +19.9% | -23.0% | -9.1% |
| 3M | -2.7% | +25.9% | -28.7% | -10.5% |
| 6M | +23.7% | +21.1% | +2.5% | +14.8% |
| YTD | -8.0% | +23.9% | -31.9% | -15.7% |
| 1Y | -4.7% | +21.2% | -25.9% | -12.0% |
| 3Y | +58.0% | +44.8% | +13.2% | +33.3% |
| 5Y | +8.0% | +41.4% | -33.4% | -10.7% |
| All | +37.6% | +301.3% | -263.8% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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