+369.3%
TTMI vs BAM
+90.5%
+278.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.3% | +10.9% | +12.2% |
| 7D | -1.6% | +5.3% | -6.9% | -3.9% |
| 30D | -37.7% | +18.1% | -55.8% | -43.0% |
| 3M | -45.1% | +4.2% | -49.3% | -46.7% |
| 6M | -52.1% | +11.1% | -63.2% | -55.4% |
| YTD | +9.2% | +6.6% | +2.6% | +2.4% |
| 1Y | +12.9% | +6.2% | +6.7% | +6.7% |
| 3Y | +445.5% | +95.0% | +350.5% | +287.9% |
| All | +369.3% | +90.5% | +278.8% | +229.0% |
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