-11.8%
TNA vs BAM
+7.5%
-19.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -3.1% |
| 7D | +7.7% | -2.0% | +9.7% | +9.7% |
| 30D | -0.7% | +13.7% | -14.4% | -9.5% |
| 3M | -25.4% | -4.8% | -20.6% | -22.5% |
| 6M | -11.8% | +7.6% | -19.4% | -17.2% |
| All | -11.8% | +7.5% | -19.3% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling