+168.8%
TYL vs SSNC
+177.4%
-8.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +3.5% | -4.5% | +8.0% | +5.9% |
| 30D | +26.9% | -3.9% | +30.8% | +29.2% |
| 3M | +33.8% | -1.3% | +35.2% | +34.7% |
| 6M | +28.8% | +14.1% | +14.7% | +20.6% |
| YTD | -7.9% | -9.9% | +2.0% | -3.0% |
| 1Y | -9.8% | -6.2% | -3.6% | -6.8% |
| 3Y | +1.2% | +56.1% | -54.9% | -18.7% |
| 5Y | -22.8% | +5.4% | -28.2% | -26.7% |
| 10Y | +168.8% | +172.3% | -3.5% | +70.8% |
| All | +168.8% | +177.4% | -8.6% | +70.8% |
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