+129.6%
TD vs BAM
+85.9%
+43.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -1.7% | +9.7% | -11.4% | -4.0% |
| 30D | +8.2% | +19.0% | -10.8% | +3.6% |
| 3M | +1.7% | +0.6% | +1.2% | +1.3% |
| 6M | +14.2% | +11.1% | +3.2% | +10.7% |
| YTD | +32.8% | +4.2% | +28.6% | +30.1% |
| 1Y | +55.5% | +3.3% | +52.2% | +52.5% |
| 3Y | +129.6% | +88.8% | +40.9% | +81.3% |
| All | +129.6% | +85.9% | +43.7% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling