+81.6%
TNA vs BAM
+71.9%
+9.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | +3.2% |
| 7D | +4.1% | -1.6% | +5.7% | +6.2% |
| 30D | -7.6% | -6.0% | -1.6% | -0.7% |
| 3M | +8.1% | +7.3% | +0.7% | -3.9% |
| 6M | +49.0% | +8.2% | +40.8% | +32.0% |
| YTD | +51.7% | -3.8% | +55.6% | +55.1% |
| 1Y | +59.6% | -10.7% | +70.3% | +82.6% |
| 3Y | +118.9% | +55.3% | +63.6% | +31.3% |
| All | +81.6% | +71.9% | +9.8% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling