+104.4%
TD vs BAM
+71.9%
+32.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | 0.0% |
| 7D | +0.9% | -1.6% | +2.4% | +1.3% |
| 30D | -0.7% | -6.0% | +5.3% | +0.9% |
| 3M | +6.3% | +7.3% | -1.1% | +3.8% |
| 6M | +27.9% | +8.2% | +19.7% | +24.4% |
| YTD | +29.8% | -3.8% | +33.7% | +30.0% |
| 1Y | +63.7% | -10.7% | +74.4% | +66.9% |
| 3Y | +128.3% | +55.3% | +73.0% | +85.2% |
| All | +104.4% | +71.9% | +32.5% | +57.5% |
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