+83.7%
TECK vs SSNC
+1,023.6%
-939.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -0.4% | +2.3% | -2.8% | -1.7% |
| 30D | -7.1% | -3.1% | -4.0% | -6.0% |
| 3M | -5.5% | -2.7% | -2.7% | -4.8% |
| 6M | -9.7% | +23.7% | -33.4% | -21.7% |
| YTD | +26.3% | -8.0% | +34.3% | +27.4% |
| 1Y | +44.4% | -4.7% | +49.1% | +42.8% |
| 3Y | +70.1% | +58.0% | +12.1% | +24.3% |
| 5Y | +125.8% | +8.0% | +117.8% | +102.1% |
| 10Y | +200.6% | +183.8% | +16.8% | +54.1% |
| All | +83.7% | +1,023.6% | -939.9% | -60.3% |
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