+104.9%
TYL vs SSNC
+164.2%
-59.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.8% | -0.6% | -2.5% |
| 7D | -7.6% | -1.8% | -5.8% | -6.7% |
| 30D | +11.3% | +1.9% | +9.4% | +10.4% |
| 3M | +14.5% | +18.4% | -3.9% | +5.3% |
| 6M | -7.1% | +7.0% | -14.1% | -10.3% |
| YTD | -23.4% | -6.9% | -16.4% | -20.5% |
| 1Y | -38.6% | -8.2% | -30.4% | -36.0% |
| 3Y | -11.3% | +50.5% | -61.8% | -27.4% |
| 5Y | -28.0% | +17.4% | -45.4% | -34.5% |
| 10Y | +104.9% | +164.9% | -60.1% | +29.5% |
| All | +104.9% | +164.2% | -59.4% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling