-83.3%
TTD vs BAM
+85.9%
-169.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | +5.2% | +9.7% | -4.5% | -0.7% |
| 30D | +6.9% | +19.0% | -12.0% | -3.6% |
| 3M | -26.8% | +0.6% | -27.4% | -27.1% |
| 6M | -46.1% | +11.1% | -57.2% | -49.6% |
| YTD | -65.9% | +4.2% | -70.1% | -67.0% |
| 1Y | -71.8% | +3.3% | -75.2% | -72.6% |
| 3Y | -83.3% | +88.8% | -172.1% | -89.7% |
| All | -83.3% | +85.9% | -169.2% | -89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling