+405.4%
TXG vs SSNC
-3.9%
+409.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.7% |
| 7D | -19.3% | -1.1% | -18.1% | -19.1% |
| 30D | -30.9% | +0.6% | -31.5% | -31.7% |
| 3M | +41.1% | -1.5% | +42.6% | +40.0% |
| 6M | +211.9% | +15.8% | +196.1% | +194.0% |
| YTD | +314.0% | -8.0% | +321.9% | +345.5% |
| 1Y | +405.4% | -5.8% | +411.2% | +429.8% |
| All | +405.4% | -3.9% | +409.3% | +429.8% |
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