-4.5%
TT vs BAM
+4.2%
-8.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.9% | -2.7% |
| 7D | -8.5% | +14.2% | -22.7% | -10.6% |
| 30D | -12.8% | +21.0% | -33.8% | -15.9% |
| 3M | -12.9% | +5.2% | -18.1% | -13.5% |
| 6M | -15.2% | +16.0% | -31.2% | -17.7% |
| YTD | +6.2% | +6.5% | -0.3% | +2.6% |
| 1Y | -4.5% | +4.4% | -8.9% | -7.5% |
| All | -4.5% | +4.2% | -8.8% | -7.5% |
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