+40.5%
TDY vs BAM
+66.1%
-25.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -1.9% | -6.1% | +4.2% | 0.0% |
| 30D | -12.5% | -13.8% | +1.3% | -8.6% |
| 3M | -0.8% | +4.4% | -5.2% | -2.6% |
| 6M | -9.0% | +6.4% | -15.4% | -11.4% |
| YTD | +16.8% | -7.1% | +23.8% | +18.1% |
| 1Y | +9.5% | -11.8% | +21.3% | +12.3% |
| 3Y | +45.4% | +50.2% | -4.7% | +23.4% |
| All | +40.5% | +66.1% | -25.6% | +14.7% |
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