-83.6%
TE vs BAM
+80.8%
-164.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.2% | -5.3% | -5.6% |
| 7D | -13.6% | -2.0% | -11.6% | -12.0% |
| 30D | -37.7% | +13.7% | -51.3% | -44.9% |
| 3M | -59.8% | -4.8% | -55.0% | -58.4% |
| 6M | -66.3% | +7.6% | -73.9% | -68.5% |
| YTD | -70.5% | +1.2% | -71.7% | -71.4% |
| 1Y | -48.8% | -2.3% | -46.6% | -48.4% |
| 3Y | +31.3% | +84.1% | -52.8% | -21.9% |
| All | -83.6% | +80.8% | -164.4% | -90.5% |
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