+147.7%
TT vs BAM
+80.8%
+66.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.5% |
| 7D | +8.1% | -2.0% | +10.1% | +8.8% |
| 30D | -11.3% | +13.7% | -25.0% | -15.1% |
| 3M | -11.2% | -4.8% | -6.4% | -10.0% |
| 6M | -8.9% | +7.6% | -16.5% | -11.7% |
| YTD | +9.7% | +1.2% | +8.6% | +7.8% |
| 1Y | +1.3% | -2.3% | +3.5% | +0.7% |
| 3Y | +93.4% | +84.1% | +9.3% | +52.2% |
| All | +147.7% | +80.8% | +66.9% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling