+64.3%
TWLO vs SSNC
-3.9%
+68.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.7% |
| 7D | -15.9% | -1.1% | -14.7% | -15.4% |
| 30D | -29.0% | +0.6% | -29.7% | -30.3% |
| 3M | +10.0% | -1.5% | +11.5% | +9.5% |
| 6M | +12.6% | +15.8% | -3.3% | +0.9% |
| YTD | +50.1% | -8.0% | +58.1% | +58.9% |
| 1Y | +64.3% | -5.8% | +70.1% | +69.7% |
| All | +64.3% | -3.9% | +68.2% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 1y: compounded portfolio wealth divided by compounded SSNC 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…
1y analysis · Full analysis span regression · 6 months rolling