-1.5%
TSCO vs BAM
+85.6%
-87.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.3% | -2.7% | +3.0% | +1.0% |
| 30D | +11.3% | +15.5% | -4.2% | +7.2% |
| 3M | +1.5% | -6.9% | +8.3% | +3.0% |
| 6M | +24.0% | +9.9% | +14.1% | +20.5% |
| YTD | -25.7% | +1.4% | -27.1% | -26.7% |
| 1Y | -33.6% | +3.3% | -36.8% | -34.8% |
| 3Y | -1.5% | +83.6% | -85.2% | -25.4% |
| All | -1.5% | +85.6% | -87.1% | -25.4% |
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