-55.2%
TE vs BAM
+9.8%
-65.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +2.5% |
| 7D | -12.6% | +9.7% | -22.3% | -21.8% |
| 30D | -36.7% | +19.0% | -55.7% | -49.3% |
| 3M | -57.5% | +0.6% | -58.0% | -57.5% |
| 6M | -55.2% | +11.1% | -66.3% | -60.4% |
| All | -55.2% | +9.8% | -65.1% | -60.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling