+119.7%
TWLO vs SSNC
-3.0%
+122.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -2.0% | -2.4% |
| 7D | -2.0% | +0.6% | -2.7% | -2.3% |
| 30D | +20.6% | +6.0% | +14.5% | +16.5% |
| 3M | -1.5% | +21.0% | -22.5% | -12.6% |
| 6M | +89.4% | +12.1% | +77.3% | +77.8% |
| YTD | +63.8% | -3.2% | +67.0% | +68.5% |
| 1Y | +119.7% | -4.4% | +124.1% | +114.8% |
| All | +119.7% | -3.0% | +122.7% | +114.8% |
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