+250.3%
TPR vs BAM
+78.0%
+172.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -2.3% | -2.0% | -0.3% | -1.4% |
| 30D | -23.0% | -2.9% | -20.0% | -22.4% |
| 3M | -12.5% | +9.4% | -21.9% | -16.8% |
| 6M | -21.4% | +10.8% | -32.2% | -26.1% |
| YTD | -3.5% | -0.4% | -3.1% | -4.9% |
| 1Y | +17.4% | -10.9% | +28.2% | +21.9% |
| 3Y | +291.3% | +61.3% | +230.0% | +217.4% |
| All | +250.3% | +78.0% | +172.4% | +174.2% |
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 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