+35.6%
TFC vs BAM
+78.0%
-42.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +2.4% | -2.0% | +4.4% | +3.4% |
| 30D | -1.3% | -2.9% | +1.6% | -0.1% |
| 3M | +6.1% | +9.4% | -3.3% | +0.3% |
| 6M | +7.3% | +10.8% | -3.4% | +0.4% |
| YTD | +8.2% | -0.4% | +8.6% | +6.7% |
| 1Y | +14.4% | -10.9% | +25.3% | +19.7% |
| 3Y | +93.7% | +61.3% | +32.5% | +33.7% |
| All | +35.6% | +78.0% | -42.3% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling