+0.8%
TRI vs BAM
+80.8%
-80.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.0% |
| 7D | -7.5% | -2.0% | -5.5% | -7.0% |
| 30D | +3.9% | +13.7% | -9.8% | +0.1% |
| 3M | +7.2% | -4.8% | +11.9% | +8.5% |
| 6M | +27.0% | +7.6% | +19.4% | +24.0% |
| YTD | -14.0% | +1.2% | -15.2% | -14.8% |
| 1Y | -17.7% | -2.3% | -15.4% | -17.9% |
| 3Y | -10.7% | +84.1% | -94.7% | -23.7% |
| All | +0.8% | +80.8% | -80.0% | -14.4% |
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