+71.9%
TEL vs BAM
+85.9%
-14.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | -2.8% | +9.7% | -12.5% | -6.9% |
| 30D | -4.1% | +19.0% | -23.1% | -11.6% |
| 3M | -3.4% | +0.6% | -3.9% | -4.0% |
| 6M | -3.5% | +11.1% | -14.6% | -8.8% |
| YTD | -8.0% | +4.2% | -12.2% | -11.0% |
| 1Y | -13.7% | +3.3% | -17.0% | -16.2% |
| 3Y | +71.9% | +88.8% | -16.8% | +26.2% |
| All | +71.9% | +85.9% | -14.0% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling