-2.7%
TXT vs SSNC
-3.0%
+0.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -4.8% | +0.6% | -5.4% | -4.9% |
| 30D | -10.6% | +6.0% | -16.7% | -11.3% |
| 3M | -13.2% | +21.0% | -34.1% | -15.7% |
| 6M | -20.3% | +12.1% | -32.4% | -21.5% |
| YTD | -9.3% | -3.2% | -6.0% | -6.0% |
| 1Y | -2.7% | -4.4% | +1.7% | +0.7% |
| All | -2.7% | -3.0% | +0.3% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling