-2.2%
TT vs BAM
+3.7%
-5.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.3% |
| 7D | +0.8% | +5.0% | -4.2% | 0.0% |
| 30D | -11.8% | +16.6% | -28.4% | -14.3% |
| 3M | -11.6% | +2.2% | -13.8% | -11.6% |
| 6M | -9.3% | +9.7% | -19.0% | -11.0% |
| YTD | +8.9% | +5.2% | +3.6% | +5.4% |
| 1Y | -2.2% | +3.9% | -6.2% | -5.3% |
| All | -2.2% | +3.7% | -5.9% | -5.3% |
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 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