-12.6%
TAP vs BAM
+84.5%
-97.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.6% |
| 7D | +7.7% | +7.9% | -0.2% | +6.3% |
| 30D | +14.4% | +16.0% | -1.6% | +11.6% |
| 3M | +2.0% | +0.6% | +1.4% | +1.7% |
| 6M | +2.5% | +10.5% | -8.0% | +0.5% |
| YTD | -6.4% | +3.2% | -9.6% | -7.4% |
| 1Y | -2.3% | +1.0% | -3.3% | -3.1% |
| 3Y | -20.3% | +84.2% | -104.5% | -29.1% |
| All | -12.6% | +84.5% | -97.1% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling