+349.0%
TECK vs SSNC
+173.6%
+175.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.2% |
| 7D | -3.8% | -4.0% | +0.2% | -1.7% |
| 30D | +0.7% | +0.5% | +0.2% | +0.2% |
| 3M | +4.6% | +18.9% | -14.3% | -6.8% |
| 6M | +25.1% | +10.8% | +14.3% | +15.4% |
| YTD | +39.2% | -7.1% | +46.3% | +41.1% |
| 1Y | +60.3% | -9.6% | +69.9% | +64.7% |
| 3Y | +62.9% | +51.1% | +11.8% | +20.1% |
| 5Y | +181.5% | +19.7% | +161.8% | +134.7% |
| All | +349.0% | +173.6% | +175.5% | +154.1% |
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