+24.4%
TXG vs SSNC
+69.6%
-45.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.8% | +8.5% | +7.5% |
| 7D | +9.4% | -1.8% | +11.2% | +10.6% |
| 30D | +26.1% | +1.9% | +24.2% | +24.2% |
| 3M | +124.8% | +18.4% | +106.4% | +93.5% |
| 6M | +215.2% | +7.0% | +208.3% | +193.2% |
| YTD | +302.2% | -6.9% | +309.1% | +315.3% |
| 1Y | +370.9% | -8.2% | +379.1% | +390.4% |
| 3Y | +38.5% | +50.5% | -12.0% | +0.9% |
| 5Y | -64.4% | +17.4% | -81.8% | -69.6% |
| All | +24.4% | +69.6% | -45.3% | -0.2% |
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