+66.3%
TW vs BAM
+71.9%
-5.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -2.4% |
| 7D | -3.5% | -1.6% | -1.9% | -3.2% |
| 30D | +0.5% | -6.0% | +6.5% | +1.5% |
| 3M | +4.9% | +7.3% | -2.4% | +3.5% |
| 6M | -17.1% | +8.2% | -25.3% | -18.7% |
| YTD | -3.9% | -3.8% | 0.0% | -3.6% |
| 1Y | -13.3% | -10.7% | -2.5% | -11.9% |
| 3Y | +20.9% | +55.3% | -34.4% | +10.8% |
| All | +66.3% | +71.9% | -5.5% | +49.7% |
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