+10.3%
TXT vs BAM
+85.6%
-75.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.1% | -2.7% | +2.8% | +1.1% |
| 30D | +13.3% | +15.5% | -2.2% | +7.7% |
| 3M | -5.0% | -6.9% | +1.9% | -3.0% |
| 6M | -8.4% | +9.9% | -18.3% | -12.2% |
| YTD | -4.0% | +1.4% | -5.4% | -5.8% |
| 1Y | +2.8% | +3.3% | -0.5% | 0.0% |
| 3Y | +10.3% | +83.6% | -73.4% | -7.9% |
| All | +10.3% | +85.6% | -75.3% | -7.9% |
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 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