+18.8%
TMO vs BAM
+50.2%
-31.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.1% |
| 7D | -0.5% | -3.9% | +3.5% | +0.7% |
| 30D | +1.0% | -8.8% | +9.8% | +3.6% |
| 3M | +22.7% | +2.2% | +20.5% | +21.4% |
| 6M | +19.0% | +5.9% | +13.1% | +16.4% |
| YTD | +4.7% | -6.1% | +10.8% | +5.7% |
| 1Y | +26.0% | -11.6% | +37.6% | +28.9% |
| All | +18.8% | +50.2% | -31.5% | -2.2% |
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 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