+1,842.5%
TYL vs SSNC
+1,082.2%
+760.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.5% |
| 7D | -3.7% | +0.6% | -4.3% | -4.0% |
| 30D | +18.7% | +6.0% | +12.7% | +15.5% |
| 3M | +18.1% | +21.0% | -2.8% | +7.9% |
| 6M | -1.1% | +12.1% | -13.2% | -6.4% |
| YTD | -19.8% | -3.2% | -16.6% | -18.4% |
| 1Y | -34.3% | -4.4% | -30.0% | -32.9% |
| 3Y | -8.2% | +51.6% | -59.8% | -24.7% |
| 5Y | -25.4% | +21.1% | -46.5% | -32.6% |
| 10Y | +115.6% | +177.7% | -62.1% | +27.3% |
| All | +1,842.5% | +1,082.2% | +760.3% | +526.8% |
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 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