-72.2%
TTD vs BAM
+78.0%
-150.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.7% |
| 7D | +6.3% | -2.0% | +8.3% | +7.5% |
| 30D | -23.9% | -2.9% | -21.0% | -22.4% |
| 3M | -31.4% | +9.4% | -40.8% | -34.9% |
| 6M | -42.7% | +10.8% | -53.4% | -46.2% |
| YTD | -62.0% | -0.4% | -61.5% | -62.1% |
| 1Y | -72.2% | -10.9% | -61.3% | -70.6% |
| 3Y | -81.9% | +61.3% | -143.2% | -87.3% |
| All | -72.2% | +78.0% | -150.2% | -81.8% |
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