+689.1%
TWLO vs SSNC
+202.3%
+486.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.7% |
| 7D | +0.2% | -3.9% | +4.1% | +3.5% |
| 30D | -9.1% | -0.2% | -9.0% | -9.0% |
| 3M | +11.0% | +15.9% | -4.9% | -3.1% |
| 6M | +79.4% | +7.5% | +71.9% | +66.7% |
| YTD | +59.7% | -8.2% | +67.9% | +69.0% |
| 1Y | +112.3% | -9.3% | +121.7% | +125.9% |
| 3Y | +247.0% | +48.5% | +198.5% | +143.5% |
| 5Y | -35.6% | +16.0% | -51.6% | -43.8% |
| 10Y | +305.7% | +169.2% | +136.5% | +63.4% |
| All | +689.1% | +202.3% | +486.9% | +169.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling