+12.0%
TGT vs BAM
+80.8%
-68.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.4% |
| 7D | +2.6% | -2.0% | +4.6% | +3.3% |
| 30D | +6.6% | +13.7% | -7.1% | +2.4% |
| 3M | +5.2% | -4.8% | +10.0% | +6.7% |
| 6M | +35.3% | +7.6% | +27.7% | +31.4% |
| YTD | +70.3% | +1.2% | +69.2% | +68.0% |
| 1Y | +81.2% | -2.3% | +83.4% | +80.5% |
| 3Y | +66.9% | +84.1% | -17.1% | +33.4% |
| All | +12.0% | +80.8% | -68.8% | -10.6% |
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