+38.9%
TCOM vs BAM
+90.5%
-51.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.1% | -1.4% |
| 7D | +7.4% | +5.3% | +2.2% | +5.7% |
| 30D | +13.2% | +18.1% | -4.9% | +7.4% |
| 3M | -4.6% | +4.2% | -8.8% | -6.1% |
| 6M | -16.4% | +11.1% | -27.5% | -19.7% |
| YTD | -38.8% | +6.6% | -45.4% | -40.5% |
| 1Y | -37.3% | +6.2% | -43.5% | -39.2% |
| 3Y | +31.4% | +95.0% | -63.6% | +5.0% |
| All | +38.9% | +90.5% | -51.7% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling