+85.1%
TOST vs BAM
+78.0%
+7.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.4% |
| 7D | -3.4% | -2.0% | -1.4% | -2.1% |
| 30D | -2.4% | -2.9% | +0.5% | -0.8% |
| 3M | +34.6% | +9.4% | +25.2% | +25.3% |
| 6M | +15.2% | +10.8% | +4.5% | +5.5% |
| YTD | -4.4% | -0.4% | -4.0% | -5.5% |
| 1Y | -17.4% | -10.9% | -6.6% | -11.9% |
| 3Y | +54.5% | +61.3% | -6.8% | +7.8% |
| All | +85.1% | +78.0% | +7.2% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling