+52.6%
TDY vs BAM
+80.8%
-28.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.8% |
| 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% | +23.9% |
| 3Y | +69.2% | +84.1% | -14.9% | +35.4% |
| All | +52.6% | +80.8% | -28.2% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling