+145.8%
TT vs BAM
+88.1%
+57.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.5% |
| 7D | +0.8% | +5.0% | -4.2% | -0.8% |
| 30D | -11.8% | +16.6% | -28.4% | -16.3% |
| 3M | -11.6% | +2.2% | -13.8% | -12.4% |
| 6M | -9.3% | +9.7% | -19.0% | -12.6% |
| YTD | +8.9% | +5.2% | +3.6% | +5.7% |
| 1Y | -2.2% | +3.9% | -6.2% | -4.8% |
| 3Y | +91.9% | +91.5% | +0.3% | +49.2% |
| All | +145.8% | +88.1% | +57.7% | +89.3% |
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