+124.0%
TXN vs BAM
+93.4%
+30.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.3% | +4.3% | +5.7% |
| 7D | -2.1% | +5.3% | -7.3% | -3.9% |
| 30D | +4.7% | +18.1% | -13.4% | -1.9% |
| 3M | +3.9% | +4.2% | -0.3% | +1.9% |
| 6M | +3.8% | +11.1% | -7.3% | -1.3% |
| YTD | +74.2% | +6.6% | +67.6% | +67.4% |
| 1Y | +88.2% | +6.2% | +82.0% | +81.0% |
| 3Y | +124.0% | +95.0% | +28.9% | +57.4% |
| All | +124.0% | +93.4% | +30.6% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling