+2,084.0%
TECK vs SNY
+254.7%
+1,829.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.8% | -3.3% | -0.5% | -2.0% |
| 30D | +0.7% | -2.2% | +2.9% | +2.0% |
| 3M | +4.6% | -3.0% | +7.6% | +5.6% |
| 6M | +25.1% | +2.7% | +22.4% | +21.9% |
| YTD | +39.2% | -6.8% | +46.0% | +43.1% |
| 1Y | +60.3% | -5.3% | +65.6% | +62.5% |
| 3Y | +62.9% | -9.8% | +72.7% | +61.6% |
| 5Y | +181.5% | +9.7% | +171.8% | +139.2% |
| 10Y | +362.3% | +64.5% | +297.8% | +194.7% |
| All | +2,084.0% | +254.7% | +1,829.2% | +931.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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