+49.8%
TXG vs BAM
+86.2%
-36.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.5% |
| 7D | -15.4% | +9.7% | -25.2% | -20.5% |
| 30D | -22.1% | +19.0% | -41.1% | -30.6% |
| 3M | +30.0% | +0.6% | +29.4% | +28.4% |
| 6M | +160.7% | +11.1% | +149.6% | +138.7% |
| YTD | +263.5% | +4.2% | +259.3% | +244.4% |
| 1Y | +356.0% | +3.3% | +352.7% | +333.8% |
| 3Y | +53.4% | +88.8% | -35.4% | -3.4% |
| All | +49.8% | +86.2% | -36.4% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling