+1.9%
TYL vs SSNC
+54.4%
-52.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.8% |
| 7D | +6.7% | -3.3% | +10.0% | +9.0% |
| 30D | +26.5% | -1.3% | +27.8% | +27.0% |
| 3M | +37.3% | -2.3% | +39.6% | +39.1% |
| 6M | +31.2% | +12.6% | +18.5% | +21.3% |
| YTD | -7.4% | -10.1% | +2.7% | -2.5% |
| 1Y | -9.6% | -6.6% | -3.0% | -6.7% |
| 3Y | +1.9% | +54.0% | -52.1% | -16.2% |
| All | +1.9% | +54.4% | -52.5% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling