+70.1%
TXG vs BAM
+67.8%
+2.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +4.9% | +4.1% |
| 7D | +9.1% | -3.9% | +13.1% | +11.8% |
| 30D | +14.9% | -8.8% | +23.7% | +21.6% |
| 3M | +120.0% | +2.2% | +117.8% | +114.4% |
| 6M | +221.8% | +5.9% | +215.9% | +206.4% |
| YTD | +312.6% | -6.1% | +318.7% | +320.3% |
| 1Y | +398.4% | -11.6% | +410.1% | +427.0% |
| 3Y | +42.1% | +51.7% | -9.6% | +1.5% |
| All | +70.1% | +67.8% | +2.2% | +14.2% |
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 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