+12.6%
TGT vs BAM
+88.1%
-75.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | +5.5% | +5.0% | +0.5% | +3.9% |
| 30D | +6.0% | +16.6% | -10.5% | +1.0% |
| 3M | +8.0% | +2.2% | +5.8% | +7.0% |
| 6M | +32.3% | +9.7% | +22.6% | +27.7% |
| YTD | +71.3% | +5.2% | +66.0% | +66.7% |
| 1Y | +86.8% | +3.9% | +82.9% | +82.3% |
| 3Y | +67.9% | +91.5% | -23.7% | +32.3% |
| All | +12.6% | +88.1% | -75.5% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling