+64.4%
TXG vs BAM
+90.5%
-26.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.3% | +7.4% | +8.3% |
| 7D | +5.5% | +5.3% | +0.3% | +2.6% |
| 30D | -19.3% | +18.1% | -37.4% | -27.7% |
| 3M | +25.0% | +4.2% | +20.8% | +21.0% |
| 6M | +201.2% | +11.1% | +190.1% | +176.8% |
| YTD | +298.8% | +6.6% | +292.2% | +273.0% |
| 1Y | +326.6% | +6.2% | +320.3% | +299.4% |
| 3Y | +78.3% | +95.0% | -16.7% | +10.3% |
| All | +64.4% | +90.5% | -26.2% | +1.3% |
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