+419.8%
TXN vs SSNC
+173.6%
+246.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.0% |
| 7D | +4.0% | -4.0% | +8.0% | +5.9% |
| 30D | -2.9% | +0.5% | -3.4% | -3.3% |
| 3M | -9.1% | +18.9% | -28.0% | -17.5% |
| 6M | +36.6% | +10.8% | +25.8% | +27.2% |
| YTD | +57.5% | -7.1% | +64.6% | +59.5% |
| 1Y | +49.5% | -9.6% | +59.1% | +53.3% |
| 3Y | +76.5% | +51.1% | +25.5% | +37.4% |
| 5Y | +62.4% | +19.7% | +42.7% | +40.6% |
| All | +419.8% | +173.6% | +246.2% | +207.1% |
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