+12.2%
TMUS vs BAM
+86.2%
-74.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +3.6% | +9.7% | -6.2% | +2.5% |
| 30D | -3.4% | +19.0% | -22.4% | -5.1% |
| 3M | -9.5% | +0.6% | -10.0% | -9.6% |
| 6M | -15.2% | +11.1% | -26.3% | -16.2% |
| YTD | -18.9% | +4.2% | -23.1% | -19.5% |
| 1Y | -17.7% | +3.3% | -21.0% | -18.2% |
| 3Y | +15.6% | +88.8% | -73.1% | +6.6% |
| All | +12.2% | +86.2% | -74.0% | +3.6% |
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