-65.8%
TMF vs BAM
+80.8%
-146.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.9% |
| 7D | -8.2% | -2.0% | -6.2% | -7.7% |
| 30D | +5.3% | +13.7% | -8.3% | +2.2% |
| 3M | -8.5% | -4.8% | -3.7% | -7.7% |
| 6M | -17.2% | +7.6% | -24.8% | -18.8% |
| YTD | -23.4% | +1.2% | -24.6% | -24.2% |
| 1Y | -30.2% | -2.3% | -28.0% | -30.5% |
| 3Y | -32.9% | +84.1% | -117.0% | -45.5% |
| All | -65.8% | +80.8% | -146.6% | -72.2% |
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