+31.1%
TNA vs BAM
+2.1%
+29.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +4.3% |
| 7D | -2.1% | -2.9% | +0.7% | +1.0% |
| 30D | +3.1% | +14.7% | -11.6% | -9.1% |
| 3M | -20.2% | -4.1% | -16.0% | -16.7% |
| 6M | -10.0% | +9.6% | -19.6% | -18.2% |
| YTD | +30.3% | +3.4% | +26.9% | +22.4% |
| 1Y | +31.1% | +1.0% | +30.1% | +27.3% |
| All | +31.1% | +2.1% | +29.0% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling