+39.2%
SSNC vs TW
+211.4%
-172.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -2.8% |
| 7D | -1.8% | -3.5% | +1.7% | -0.6% |
| 30D | +1.9% | +0.5% | +1.4% | +1.7% |
| 3M | +18.4% | +4.9% | +13.5% | +15.8% |
| 6M | +7.0% | -17.1% | +24.1% | +13.5% |
| YTD | -6.9% | -3.9% | -3.1% | -6.6% |
| 1Y | -8.2% | -13.3% | +5.1% | -4.6% |
| 3Y | +50.5% | +20.9% | +29.6% | +35.0% |
| 5Y | +17.4% | +20.5% | -3.1% | +2.6% |
| All | +39.2% | +211.4% | -172.2% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling