-57.9%
TE vs BAM
+71.9%
-129.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.4% | +13.4% | +13.1% |
| 7D | +18.2% | -1.6% | +19.8% | +19.6% |
| 30D | -13.5% | -6.0% | -7.5% | -9.0% |
| 3M | -44.6% | +7.3% | -51.9% | -48.4% |
| 6M | -24.7% | +8.2% | -32.9% | -29.7% |
| YTD | -24.3% | -3.8% | -20.4% | -22.7% |
| 1Y | +155.6% | -10.7% | +166.3% | +178.0% |
| 3Y | -18.3% | +55.3% | -73.6% | -44.7% |
| All | -57.9% | +71.9% | -129.7% | -74.2% |
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