+161.6%
TT vs BAM
+78.0%
+83.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -0.2% | -2.0% | +1.7% | +0.4% |
| 30D | -7.4% | -2.9% | -4.5% | -6.6% |
| 3M | -3.2% | +9.4% | -12.6% | -6.3% |
| 6M | +1.1% | +10.8% | -9.6% | -2.9% |
| YTD | +15.6% | -0.4% | +16.1% | +14.5% |
| 1Y | +9.2% | -10.9% | +20.0% | +12.1% |
| 3Y | +124.4% | +61.3% | +63.1% | +83.7% |
| All | +161.6% | +78.0% | +83.7% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling