-27.6%
TAP vs BAM
+61.4%
-89.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.3% | -2.0% | -0.3% | -2.0% |
| 30D | -2.1% | -2.9% | +0.8% | -1.7% |
| 3M | +6.6% | +9.4% | -2.8% | +4.8% |
| 6M | -11.5% | +10.8% | -22.2% | -13.3% |
| YTD | -10.3% | -0.4% | -9.8% | -10.6% |
| 1Y | -14.4% | -10.9% | -3.5% | -13.0% |
| All | -27.6% | +61.4% | -89.0% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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