+29.7%
TFC vs BAM
+86.2%
-56.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.4% |
| 7D | +1.2% | +9.7% | -8.5% | -3.7% |
| 30D | +8.3% | +19.0% | -10.7% | -1.3% |
| 3M | -5.2% | +0.6% | -5.7% | -6.0% |
| 6M | -0.8% | +11.1% | -11.9% | -7.3% |
| YTD | +3.4% | +4.2% | -0.7% | -0.6% |
| 1Y | +17.0% | +3.3% | +13.7% | +12.6% |
| 3Y | +86.2% | +88.8% | -2.6% | +16.8% |
| All | +29.7% | +86.2% | -56.6% | -18.6% |
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 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