+19.4%
TYL vs BAM
+86.2%
-66.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | +6.7% | +9.7% | -3.1% | +3.6% |
| 30D | +26.5% | +19.0% | +7.6% | +19.9% |
| 3M | +37.3% | +0.6% | +36.7% | +36.7% |
| 6M | +31.2% | +11.1% | +20.1% | +26.3% |
| YTD | -7.4% | +4.2% | -11.5% | -9.2% |
| 1Y | -9.6% | +3.3% | -12.9% | -11.3% |
| 3Y | +1.9% | +88.8% | -86.9% | -18.7% |
| All | +19.4% | +86.2% | -66.8% | -5.6% |
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