+72.5%
TECK vs SSNC
+47.5%
+24.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.8% |
| 7D | +4.9% | -3.9% | +8.8% | +6.2% |
| 30D | +5.2% | -0.2% | +5.4% | +5.1% |
| 3M | +13.8% | +15.9% | -2.1% | +7.2% |
| 6M | +38.5% | +7.5% | +31.0% | +34.6% |
| YTD | +47.3% | -8.2% | +55.6% | +55.0% |
| 1Y | +81.0% | -9.3% | +90.3% | +91.8% |
| All | +72.5% | +47.5% | +24.9% | +44.5% |
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