-16.3%
TSCO vs BAM
+78.0%
-94.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +0.8% | -2.0% | +2.7% | +1.2% |
| 30D | +5.5% | -2.9% | +8.4% | +6.1% |
| 3M | +20.0% | +9.4% | +10.6% | +17.4% |
| 6M | -29.8% | +10.8% | -40.5% | -31.5% |
| YTD | -28.7% | -0.4% | -28.2% | -29.1% |
| 1Y | -40.9% | -10.9% | -30.0% | -40.0% |
| 3Y | -15.9% | +61.3% | -77.2% | -26.6% |
| All | -16.3% | +78.0% | -94.3% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling