+30.0%
TXG vs SSNC
+69.3%
-39.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.1% |
| 7D | +9.5% | -4.0% | +13.5% | +12.6% |
| 30D | +18.8% | +0.5% | +18.2% | +18.1% |
| 3M | +136.1% | +18.9% | +117.2% | +102.4% |
| 6M | +235.2% | +10.8% | +224.4% | +203.2% |
| YTD | +320.5% | -7.1% | +327.7% | +334.9% |
| 1Y | +425.2% | -9.6% | +434.8% | +453.5% |
| 3Y | +42.9% | +51.1% | -8.2% | +3.8% |
| 5Y | -62.8% | +19.7% | -82.5% | -68.5% |
| All | +30.0% | +69.3% | -39.2% | +4.5% |
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