-61.7%
TE vs BAM
+78.0%
-139.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +0.8% |
| 7D | -4.0% | -2.0% | -2.0% | -2.1% |
| 30D | -15.9% | -2.9% | -13.0% | -13.8% |
| 3M | -60.5% | +9.4% | -69.9% | -63.7% |
| 6M | -35.2% | +10.8% | -46.0% | -40.6% |
| YTD | -31.1% | -0.4% | -30.7% | -31.7% |
| 1Y | +148.6% | -10.9% | +159.5% | +171.9% |
| 3Y | -26.4% | +61.3% | -87.7% | -51.7% |
| All | -61.7% | +78.0% | -139.7% | -77.2% |
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 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