+49.4%
TXG vs BAM
+80.8%
-31.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.6% | -3.4% |
| 7D | +1.8% | -2.0% | +3.8% | +3.2% |
| 30D | -17.7% | +13.7% | -31.3% | -24.4% |
| 3M | +2.3% | -4.8% | +7.1% | +5.0% |
| 6M | +182.5% | +7.6% | +174.9% | +164.4% |
| YTD | +262.4% | +1.2% | +261.2% | +250.2% |
| 1Y | +254.1% | -2.3% | +256.4% | +250.2% |
| 3Y | +66.6% | +84.1% | -17.5% | +6.8% |
| All | +49.4% | +80.8% | -31.4% | -4.9% |
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