+114.2%
TDG vs BAM
+78.0%
+36.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | -2.0% | -2.0% | 0.0% | -1.4% |
| 30D | -7.4% | -2.9% | -4.5% | -6.6% |
| 3M | -5.4% | +9.4% | -14.8% | -8.1% |
| 6M | -11.6% | +10.8% | -22.4% | -14.6% |
| YTD | -12.6% | -0.4% | -12.2% | -13.1% |
| 1Y | -9.3% | -10.9% | +1.5% | -7.3% |
| 3Y | +49.2% | +61.3% | -12.1% | +23.7% |
| All | +114.2% | +78.0% | +36.3% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling