-43.8%
TCOM vs BAM
-8.8%
-35.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -9.5% | -2.0% | -7.6% | -9.1% |
| 30D | -10.7% | -2.9% | -7.8% | -10.2% |
| 3M | -14.6% | +9.4% | -24.0% | -16.9% |
| 6M | -19.3% | +10.8% | -30.1% | -22.2% |
| YTD | -42.9% | -0.4% | -42.5% | -42.8% |
| 1Y | -43.8% | -10.9% | -32.9% | -42.2% |
| All | -43.8% | -8.8% | -35.0% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling