+705.9%
TTMI vs BAM
+71.9%
+634.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.4% | +6.4% | +4.7% |
| 7D | +12.2% | -1.6% | +13.7% | +13.0% |
| 30D | -5.7% | -6.0% | +0.3% | -3.1% |
| 3M | -27.5% | +7.3% | -34.8% | -30.8% |
| 6M | +47.1% | +8.2% | +38.9% | +39.1% |
| YTD | +87.5% | -3.8% | +91.3% | +85.9% |
| 1Y | +175.2% | -10.7% | +185.9% | +186.5% |
| 3Y | +901.9% | +55.3% | +846.6% | +674.7% |
| All | +705.9% | +71.9% | +634.0% | +497.5% |
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 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