+0.4%
TRI vs BAM
+84.8%
-84.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.9% |
| 7D | -7.2% | -2.9% | -4.3% | -6.4% |
| 30D | +4.4% | +14.7% | -10.3% | +0.2% |
| 3M | +4.5% | -4.1% | +8.6% | +5.6% |
| 6M | +23.7% | +9.6% | +14.1% | +20.2% |
| YTD | -14.4% | +3.4% | -17.8% | -15.6% |
| 1Y | -17.4% | +1.0% | -18.4% | -18.3% |
| 3Y | -11.0% | +88.2% | -99.2% | -24.4% |
| All | +0.4% | +84.8% | -84.4% | -15.3% |
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