-24.3%
TMF vs BAM
+4.2%
-28.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.2% | -3.8% | +0.8% |
| 7D | +4.0% | +14.2% | -10.3% | +0.3% |
| 30D | +19.5% | +21.0% | -1.5% | +13.5% |
| 3M | -3.5% | +5.2% | -8.7% | -5.4% |
| 6M | -10.6% | +16.0% | -26.6% | -13.9% |
| YTD | -17.1% | +6.5% | -23.5% | -20.3% |
| 1Y | -24.3% | +4.4% | -28.6% | -26.8% |
| All | -24.3% | +4.2% | -28.5% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling