-62.4%
TMF vs BAM
+78.0%
-140.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | -1.4% | -2.0% | +0.5% | -1.0% |
| 30D | -2.8% | -2.9% | +0.1% | -2.2% |
| 3M | -10.9% | +9.4% | -20.3% | -12.7% |
| 6M | -21.3% | +10.8% | -32.1% | -23.2% |
| YTD | -15.9% | -0.4% | -15.4% | -16.3% |
| 1Y | -15.7% | -10.9% | -4.9% | -14.4% |
| 3Y | -43.4% | +61.3% | -104.6% | -53.6% |
| All | -62.4% | +78.0% | -140.4% | -69.3% |
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