+8.7%
TXT vs SSNC
-3.9%
+12.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.1% |
| 7D | +10.6% | -1.1% | +11.8% | +10.8% |
| 30D | +14.4% | +0.6% | +13.8% | +14.5% |
| 3M | -2.7% | -1.5% | -1.3% | -2.5% |
| 6M | -4.7% | +15.8% | -20.5% | -6.2% |
| YTD | -0.5% | -8.0% | +7.4% | +1.9% |
| 1Y | +8.7% | -5.8% | +14.6% | +10.4% |
| All | +8.7% | -3.9% | +12.7% | +10.4% |
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 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