+301.0%
TWLO vs SSNC
+173.6%
+127.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -3.0% |
| 7D | -2.4% | -4.0% | +1.6% | +0.8% |
| 30D | -7.8% | +0.5% | -8.3% | -8.2% |
| 3M | +10.0% | +18.9% | -8.9% | -5.7% |
| 6M | +79.5% | +10.8% | +68.6% | +62.8% |
| YTD | +59.8% | -7.1% | +67.0% | +67.4% |
| 1Y | +121.7% | -9.6% | +131.3% | +136.4% |
| 3Y | +240.8% | +51.1% | +189.7% | +137.4% |
| 5Y | -33.6% | +19.7% | -53.3% | -43.3% |
| All | +301.0% | +173.6% | +127.4% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling