-64.0%
TXG vs SSNC
+14.9%
-78.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -0.8% |
| 7D | +5.0% | -6.7% | +11.7% | +11.9% |
| 30D | +13.5% | -0.8% | +14.3% | +14.0% |
| 3M | +128.0% | +16.1% | +112.0% | +89.6% |
| 6M | +224.4% | +7.9% | +216.5% | +190.7% |
| YTD | +307.0% | -8.7% | +315.7% | +335.4% |
| 1Y | +427.2% | -9.5% | +436.7% | +467.0% |
| 3Y | +40.2% | +47.7% | -7.5% | -15.9% |
| 5Y | -64.0% | +17.6% | -81.7% | -71.5% |
| All | -64.0% | +14.9% | -78.9% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling