-10.5%
TRI vs BAM
+67.8%
-78.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.2% |
| 7D | -8.4% | -3.9% | -4.5% | -7.3% |
| 30D | -6.5% | -8.8% | +2.3% | -3.9% |
| 3M | +18.6% | +2.2% | +16.4% | +18.0% |
| 6M | -10.4% | +5.9% | -16.4% | -11.9% |
| YTD | -23.7% | -6.1% | -17.6% | -22.6% |
| 1Y | -42.5% | -11.6% | -30.8% | -41.0% |
| 3Y | -19.3% | +51.7% | -71.0% | -28.1% |
| All | -10.5% | +67.8% | -78.3% | -22.3% |
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