+3.8%
TSN vs BAM
+86.2%
-82.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +4.6% | +9.7% | -5.1% | +3.6% |
| 30D | +15.4% | +19.0% | -3.6% | +13.3% |
| 3M | +2.9% | +0.6% | +2.3% | +2.6% |
| 6M | -10.8% | +11.1% | -21.9% | -12.1% |
| YTD | +4.5% | +4.2% | +0.3% | +3.4% |
| 1Y | +19.5% | +3.3% | +16.2% | +18.3% |
| 3Y | +42.2% | +88.8% | -46.5% | +25.9% |
| All | +3.8% | +86.2% | -82.4% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling