+32.0%
TFC vs BAM
+88.1%
-56.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.5% |
| 7D | +1.7% | +5.0% | -3.3% | -0.9% |
| 30D | +9.0% | +16.6% | -7.6% | +0.4% |
| 3M | -2.1% | +2.2% | -4.3% | -3.8% |
| 6M | +3.4% | +9.7% | -6.3% | -2.7% |
| YTD | +5.3% | +5.2% | 0.0% | +0.6% |
| 1Y | +16.2% | +3.9% | +12.2% | +11.5% |
| 3Y | +94.8% | +91.5% | +3.3% | +21.2% |
| All | +32.0% | +88.1% | -56.2% | -17.6% |
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