+64.2%
TPG vs BAM
+66.1%
-1.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.3% |
| 7D | -11.8% | -6.1% | -5.8% | -7.3% |
| 30D | -6.3% | -13.8% | +7.6% | +5.5% |
| 3M | +13.6% | +4.4% | +9.2% | +10.1% |
| 6M | +13.8% | +6.4% | +7.4% | +8.7% |
| YTD | -23.7% | -7.1% | -16.7% | -19.1% |
| 1Y | -18.2% | -11.8% | -6.4% | -9.7% |
| 3Y | +80.1% | +50.2% | +30.0% | +42.1% |
| All | +64.2% | +66.1% | -1.9% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling