+47.9%
TDY vs BAM
+53.8%
-6.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.1% |
| 7D | -0.9% | -1.6% | +0.7% | -0.4% |
| 30D | -12.5% | -6.0% | -6.5% | -11.0% |
| 3M | -1.2% | +7.3% | -8.5% | -3.9% |
| 6M | -6.6% | +8.2% | -14.8% | -9.7% |
| YTD | +18.5% | -3.8% | +22.3% | +18.6% |
| 1Y | +10.8% | -10.7% | +21.5% | +13.5% |
| All | +47.9% | +53.8% | -6.0% | +23.2% |
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