+68.5%
TDY vs BAM
+85.2%
-16.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.1% |
| 7D | +9.4% | -2.0% | +11.4% | +10.1% |
| 30D | +5.9% | +13.7% | -7.7% | +1.7% |
| 3M | -5.7% | -4.8% | -0.9% | -4.6% |
| 6M | +2.4% | +7.6% | -5.2% | -0.6% |
| YTD | +26.8% | +1.2% | +25.6% | +24.7% |
| 1Y | +24.7% | -2.3% | +26.9% | +24.0% |
| All | +68.5% | +85.2% | -16.6% | +33.9% |
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 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