+107.9%
TRV vs BAM
+67.8%
+40.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.7% |
| 7D | +0.2% | -3.9% | +4.1% | +0.8% |
| 30D | -2.3% | -8.8% | +6.5% | -1.0% |
| 3M | +22.7% | +2.2% | +20.5% | +21.9% |
| 6M | +21.9% | +5.9% | +16.0% | +20.2% |
| YTD | +27.5% | -6.1% | +33.6% | +28.0% |
| 1Y | +36.2% | -11.6% | +47.9% | +38.1% |
| 3Y | +140.6% | +51.7% | +88.9% | +124.2% |
| All | +107.9% | +67.8% | +40.1% | +90.0% |
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 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