+49.3%
SSNC vs TW
+20.8%
+28.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.9% | -0.5% | -3.4% | -3.7% |
| 30D | -0.2% | -0.6% | +0.4% | 0.0% |
| 3M | +15.9% | +3.4% | +12.5% | +14.6% |
| 6M | +7.5% | -18.4% | +25.9% | +13.0% |
| YTD | -8.2% | -3.9% | -4.3% | -7.8% |
| 1Y | -9.3% | -13.3% | +4.0% | -6.7% |
| All | +49.3% | +20.8% | +28.5% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling