-1.1%
TRU vs BAM
+57.7%
-58.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -0.4% |
| 7D | -7.2% | -1.6% | -5.6% | -6.2% |
| 30D | -2.8% | -6.0% | +3.2% | +1.2% |
| 3M | +13.0% | +7.3% | +5.7% | +6.6% |
| 6M | +0.7% | +8.2% | -7.5% | -5.7% |
| YTD | -9.0% | -3.8% | -5.1% | -7.5% |
| 1Y | -16.3% | -10.7% | -5.6% | -11.2% |
| 3Y | -1.1% | +55.3% | -56.4% | -36.0% |
| All | -1.1% | +57.7% | -58.7% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling