+71.3%
TEL vs BAM
+71.9%
-0.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.7% | -0.3% |
| 7D | -1.4% | -1.6% | +0.1% | -0.8% |
| 30D | -4.9% | -6.0% | +1.1% | -2.4% |
| 3M | +0.1% | +7.3% | -7.3% | -3.3% |
| 6M | +0.4% | +8.2% | -7.9% | -3.7% |
| YTD | -8.9% | -3.8% | -5.1% | -8.4% |
| 1Y | -0.3% | -10.7% | +10.4% | +3.3% |
| 3Y | +67.6% | +55.3% | +12.3% | +36.8% |
| All | +71.3% | +71.9% | -0.5% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling