+32.0%
TFC vs BAM
+84.8%
-52.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.9% |
| 7D | -1.2% | -2.9% | +1.7% | +0.3% |
| 30D | +7.8% | +14.7% | -6.9% | +0.1% |
| 3M | -3.0% | -4.1% | +1.2% | -1.2% |
| 6M | +5.8% | +9.6% | -3.8% | -0.4% |
| YTD | +5.3% | +3.4% | +1.9% | +1.5% |
| 1Y | +15.7% | +1.0% | +14.6% | +12.7% |
| 3Y | +94.8% | +88.2% | +6.6% | +22.3% |
| All | +32.0% | +84.8% | -52.9% | -16.9% |
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 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