+12.3%
TXT vs SSNC
+18.8%
-6.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +2.5% |
| 7D | -0.2% | -1.8% | +1.6% | +0.6% |
| 30D | -11.1% | +1.9% | -13.0% | -12.1% |
| 3M | -13.0% | +18.4% | -31.4% | -21.1% |
| 6M | -16.2% | +7.0% | -23.2% | -19.9% |
| YTD | -8.7% | -6.9% | -1.8% | -6.0% |
| 1Y | -3.8% | -8.2% | +4.4% | -0.4% |
| 3Y | +5.5% | +50.5% | -45.0% | -20.8% |
| 5Y | +12.3% | +17.4% | -5.1% | -0.2% |
| All | +12.3% | +18.8% | -6.5% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling