-69.2%
TTD vs BAM
+84.8%
-154.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.4% | +4.7% |
| 7D | +20.8% | -2.9% | +23.7% | +23.0% |
| 30D | +33.8% | +14.7% | +19.2% | +23.4% |
| 3M | +17.8% | -4.1% | +22.0% | +20.7% |
| 6M | -25.7% | +9.6% | -35.3% | -30.0% |
| YTD | -57.9% | +3.4% | -61.3% | -59.0% |
| 1Y | -63.8% | +1.0% | -64.9% | -64.4% |
| 3Y | -75.0% | +88.2% | -163.2% | -83.9% |
| All | -69.2% | +84.8% | -154.1% | -80.3% |
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