+284.3%
TXT vs SSNC
+1,082.2%
-797.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -4.8% | +0.6% | -5.4% | -5.1% |
| 30D | -10.6% | +6.0% | -16.7% | -13.5% |
| 3M | -13.2% | +21.0% | -34.1% | -22.3% |
| 6M | -20.3% | +12.1% | -32.4% | -26.2% |
| YTD | -9.3% | -3.2% | -6.0% | -9.6% |
| 1Y | -2.7% | -4.4% | +1.7% | -2.6% |
| 3Y | +1.4% | +51.6% | -50.2% | -21.9% |
| 5Y | +9.6% | +21.1% | -11.5% | -5.6% |
| 10Y | +94.9% | +177.7% | -82.8% | +8.9% |
| All | +284.3% | +1,082.2% | -797.9% | -3.1% |
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