+91.7%
TOST vs BAM
+84.5%
+7.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.5% | +1.5% |
| 7D | +11.6% | +7.9% | +3.7% | +5.8% |
| 30D | +16.2% | +16.0% | +0.2% | +4.8% |
| 3M | +1.0% | +0.6% | +0.4% | +0.1% |
| 6M | +23.2% | +10.5% | +12.7% | +13.1% |
| YTD | -1.0% | +3.2% | -4.2% | -4.7% |
| 1Y | -9.9% | +1.0% | -10.9% | -12.0% |
| 3Y | +101.0% | +84.2% | +16.8% | +29.7% |
| All | +91.7% | +84.5% | +7.2% | +21.8% |
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