+70.1%
TXN vs SSNC
+46.7%
+23.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | +2.0% | -6.7% | +8.7% | +3.9% |
| 30D | -8.0% | -0.8% | -7.2% | -7.9% |
| 3M | -7.8% | +16.1% | -23.8% | -12.4% |
| 6M | +32.4% | +7.9% | +24.5% | +29.5% |
| YTD | +51.7% | -8.7% | +60.4% | +62.3% |
| 1Y | +44.3% | -9.5% | +53.8% | +55.1% |
| All | +70.1% | +46.7% | +23.3% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling