-25.6%
TMF vs BAM
+3.7%
-29.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.5% |
| 7D | -1.1% | +5.0% | -6.0% | -2.4% |
| 30D | +11.8% | +16.6% | -4.8% | +7.1% |
| 3M | -4.0% | +2.2% | -6.3% | -5.3% |
| 6M | -16.5% | +9.7% | -26.2% | -18.9% |
| YTD | -19.9% | +5.2% | -25.1% | -22.8% |
| 1Y | -25.6% | +3.9% | -29.5% | -28.0% |
| All | -25.6% | +3.7% | -29.2% | -28.0% |
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