What is Tahoe Analytics?

Tahoe Analytics is investment analysis as a service. Analyze any portfolio or financial instrument for which you have raw return data. We provide the statistical and mathematical computations you need for performance, risk, and style analysis, including peer group comparison, provided as a backend service. Hosted by us or by you, in the cloud or on your servers, anywhere you want. Fast, reliable, customizable, and backed by decades of experience in mathematical research and the finance industry.

Performance and Risk Analysis, and More

Tahoe Analytics calculates for you all the statistics used in classical investment analysis, and much more. We have returns-based style analysis (RBSA) as well as the contemporary Hedge Fund statistics such as drawdown, pain ratio, and K-ratio, to name a few. Moreover, we provide innovative statistics such as trend return, deviation from trend, and logarithmic versions of the classical investment analysis metrics. We also offer peer group comparison based on our statistics.

Custom Statistics

Tahoe Analytics is designed not only for performance and reliability,  but also for maximum​ customizability. We can easily customize our software for you, adding any statistic of your choice or of your own design.

Virtually Unlimited Hosting Options

The Tahoe Analytics ​calculation engine can be run or hosted with minimal effort in virtually any environment at all. We're currently hosting it on Amazon AWS. However, any other cloud provider would work equally well, as would your own servers. You can even run it on the client side inside the web browser.

Your Own Monthly or Daily Return Series

Tahoe Analytics supports monthly and daily total return series as inputs for the investment analysis. Data can be sent to the calculation engine with each request. The software can also easily be customized to read the return series from any source of your choice. If it's mutual funds you wish to analyze, we also offer the calculation of monthly and daily total return series from NAVs (net asset values) and distributions.