-10.5%
TSN vs BAM
+78.0%
-88.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -6.3% | -2.0% | -4.3% | -6.1% |
| 30D | -10.8% | -2.9% | -7.9% | -10.6% |
| 3M | -8.8% | +9.4% | -18.1% | -9.8% |
| 6M | -16.8% | +10.8% | -27.6% | -18.0% |
| YTD | -10.0% | -0.4% | -9.6% | -10.3% |
| 1Y | -5.3% | -10.9% | +5.6% | -4.6% |
| 3Y | +8.5% | +61.3% | -52.7% | -1.9% |
| All | -10.5% | +78.0% | -88.5% | -20.8% |
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