+121.7%
TWLO vs SSNC
-8.1%
+129.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.7% |
| 7D | -2.4% | -4.0% | +1.6% | 0.0% |
| 30D | -7.8% | +0.5% | -8.3% | -8.0% |
| 3M | +10.0% | +18.9% | -8.9% | -2.0% |
| 6M | +79.5% | +10.8% | +68.6% | +68.7% |
| YTD | +59.8% | -7.1% | +67.0% | +69.2% |
| 1Y | +121.7% | -9.6% | +131.3% | +122.3% |
| All | +121.7% | -8.1% | +129.8% | +122.3% |
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