+314.4%
TTMI vs BAM
+86.2%
+228.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.9% | +6.0% | +6.5% |
| 7D | -19.8% | +9.7% | -29.5% | -23.5% |
| 30D | -48.1% | +19.0% | -67.1% | -52.8% |
| 3M | -51.2% | +0.6% | -51.8% | -51.9% |
| 6M | -59.6% | +11.1% | -70.7% | -62.5% |
| YTD | -3.6% | +4.2% | -7.8% | -8.8% |
| 1Y | -2.3% | +3.3% | -5.7% | -6.6% |
| 3Y | +369.4% | +88.8% | +280.6% | +238.1% |
| All | +314.4% | +86.2% | +228.2% | +193.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling