+109.3%
TW vs BAM
+88.1%
+21.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.3% |
| 7D | +3.1% | +5.0% | -1.9% | +2.2% |
| 30D | +16.7% | +16.6% | +0.1% | +13.4% |
| 3M | +25.2% | +2.2% | +23.0% | +24.4% |
| 6M | +19.5% | +9.7% | +9.8% | +17.0% |
| YTD | +21.0% | +5.2% | +15.8% | +19.2% |
| 1Y | +19.0% | +3.9% | +15.0% | +17.4% |
| 3Y | +40.7% | +91.5% | -50.8% | +24.4% |
| All | +109.3% | +88.1% | +21.2% | +85.1% |
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