+18.4%
TXT vs BAM
+86.2%
-67.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -2.5% | +9.7% | -12.2% | -5.5% |
| 30D | +14.4% | +19.0% | -4.6% | +8.1% |
| 3M | -4.9% | +0.6% | -5.5% | -5.5% |
| 6M | -10.2% | +11.1% | -21.3% | -13.9% |
| YTD | -4.1% | +4.2% | -8.3% | -6.5% |
| 1Y | +4.0% | +3.3% | +0.6% | +1.4% |
| 3Y | +8.0% | +88.8% | -80.8% | -12.0% |
| All | +18.4% | +86.2% | -67.9% | -4.1% |
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