-41.3%
TSCO vs BAM
-12.8%
-28.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -3.1% | -6.1% | +2.9% | -1.8% |
| 30D | -4.4% | -13.8% | +9.5% | -1.2% |
| 3M | +9.7% | +4.4% | +5.3% | +8.7% |
| 6M | -32.4% | +6.4% | -38.8% | -33.3% |
| YTD | -31.7% | -7.1% | -24.6% | -31.7% |
| 1Y | -41.3% | -11.8% | -29.5% | -41.6% |
| All | -41.3% | -12.8% | -28.5% | -41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling