+119.3%
TECK vs SSNC
+1,037.0%
-917.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +8.0% | +6.3% |
| 7D | +7.8% | -1.8% | +9.5% | +8.7% |
| 30D | +8.3% | +1.9% | +6.4% | +6.9% |
| 3M | +16.1% | +18.4% | -2.3% | +4.1% |
| 6M | +42.9% | +7.0% | +35.9% | +34.7% |
| YTD | +50.8% | -6.9% | +57.7% | +52.1% |
| 1Y | +106.1% | -8.2% | +114.2% | +108.7% |
| 3Y | +84.0% | +50.5% | +33.5% | +39.2% |
| 5Y | +223.5% | +17.4% | +206.1% | +176.9% |
| 10Y | +378.1% | +164.9% | +213.2% | +155.2% |
| All | +119.3% | +1,037.0% | -917.7% | -52.6% |
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