+145.7%
TT vs BAM
+90.5%
+55.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.3% | +2.4% | +3.9% |
| 7D | +1.7% | +5.3% | -3.5% | +0.1% |
| 30D | -11.8% | +18.1% | -29.9% | -16.6% |
| 3M | -12.6% | +4.2% | -16.8% | -14.0% |
| 6M | -9.4% | +11.1% | -20.4% | -13.0% |
| YTD | +8.8% | +6.6% | +2.2% | +5.2% |
| 1Y | -2.5% | +6.2% | -8.7% | -5.7% |
| 3Y | +95.7% | +95.0% | +0.6% | +51.3% |
| All | +145.7% | +90.5% | +55.1% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling