+107.7%
TDG vs BAM
+66.1%
+41.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -2.7% | -6.1% | +3.4% | -0.8% |
| 30D | -9.3% | -13.8% | +4.6% | -5.1% |
| 3M | -7.1% | +4.4% | -11.4% | -8.5% |
| 6M | -11.2% | +6.4% | -17.6% | -13.0% |
| YTD | -15.3% | -7.1% | -8.2% | -14.0% |
| 1Y | -12.5% | -11.8% | -0.7% | -10.2% |
| 3Y | +51.2% | +50.2% | +1.0% | +28.2% |
| All | +107.7% | +66.1% | +41.6% | +70.3% |
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 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