+134.7%
TT vs BAM
+86.2%
+48.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.1% |
| 7D | -2.0% | +9.7% | -11.7% | -5.0% |
| 30D | -14.0% | +19.0% | -33.0% | -19.0% |
| 3M | -15.9% | +0.6% | -16.4% | -16.3% |
| 6M | -17.3% | +11.1% | -28.4% | -20.7% |
| YTD | +4.0% | +4.2% | -0.2% | +1.2% |
| 1Y | -7.1% | +3.3% | -10.4% | -9.4% |
| 3Y | +90.2% | +88.8% | +1.5% | +48.6% |
| All | +134.7% | +86.2% | +48.5% | +81.2% |
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