+74.1%
TNA vs BAM
+67.8%
+6.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.8% | -1.1% |
| 7D | -3.6% | -3.9% | +0.3% | +1.5% |
| 30D | -10.1% | -8.8% | -1.2% | +0.7% |
| 3M | +2.7% | +2.2% | +0.5% | -2.4% |
| 6M | +38.4% | +5.9% | +32.5% | +26.2% |
| YTD | +45.4% | -6.1% | +51.5% | +53.5% |
| 1Y | +55.9% | -11.6% | +67.6% | +80.6% |
| 3Y | +109.8% | +51.7% | +58.1% | +29.9% |
| All | +74.1% | +67.8% | +6.3% | -3.7% |
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 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