+82.0%
TEL vs BAM
+88.1%
-6.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | -0.9% | +5.0% | -5.9% | -3.0% |
| 30D | -0.2% | +16.6% | -16.8% | -6.8% |
| 3M | +2.0% | +2.2% | -0.2% | +0.7% |
| 6M | +6.4% | +9.7% | -3.2% | +1.5% |
| YTD | -3.2% | +5.2% | -8.5% | -6.6% |
| 1Y | -11.2% | +3.9% | -15.1% | -13.7% |
| 3Y | +79.8% | +91.5% | -11.8% | +35.5% |
| All | +82.0% | +88.1% | -6.1% | +35.4% |
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 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