+27.7%
TCOM vs BAM
+71.9%
-44.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.2% |
| 7D | -7.6% | -1.6% | -6.0% | -7.2% |
| 30D | -12.2% | -6.0% | -6.2% | -10.7% |
| 3M | -14.2% | +7.3% | -21.6% | -16.5% |
| 6M | -25.0% | +8.2% | -33.2% | -27.4% |
| YTD | -43.7% | -3.8% | -39.8% | -43.5% |
| 1Y | -44.5% | -10.7% | -33.8% | -43.2% |
| 3Y | +13.4% | +55.3% | -41.9% | -3.0% |
| All | +27.7% | +71.9% | -44.2% | +5.5% |
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