+1,524.8%
TXN vs SSNC
+1,037.0%
+487.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +1.8% |
| 7D | +2.2% | -1.8% | +4.0% | +2.9% |
| 30D | -9.5% | +1.9% | -11.4% | -10.4% |
| 3M | -10.5% | +18.4% | -28.9% | -17.8% |
| 6M | +35.4% | +7.0% | +28.4% | +29.0% |
| YTD | +51.8% | -6.9% | +58.7% | +52.8% |
| 1Y | +42.9% | -8.2% | +51.1% | +44.5% |
| 3Y | +71.3% | +50.5% | +20.8% | +39.0% |
| 5Y | +58.0% | +17.4% | +40.6% | +41.2% |
| 10Y | +393.3% | +164.9% | +228.3% | +213.7% |
| All | +1,524.8% | +1,037.0% | +487.8% | +499.4% |
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