+322.1%
TXT vs SSNC
+1,013.9%
-691.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.0% |
| 7D | -1.1% | -2.5% | +1.5% | +0.3% |
| 30D | +17.1% | -2.7% | +19.8% | +18.5% |
| 3M | -2.6% | -0.8% | -1.8% | -2.7% |
| 6M | -4.6% | +15.5% | -20.1% | -13.1% |
| YTD | -0.3% | -8.8% | +8.5% | +2.0% |
| 1Y | +5.9% | -5.8% | +11.7% | +6.4% |
| 3Y | +14.4% | +55.7% | -41.3% | -13.5% |
| 5Y | +15.9% | +6.7% | +9.2% | +6.5% |
| 10Y | +99.6% | +184.0% | -84.4% | +10.5% |
| All | +322.1% | +1,013.9% | -691.8% | +9.4% |
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