-17.3%
TEM vs BAM
-8.8%
-8.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | +0.9% | -2.0% | +2.9% | +2.3% |
| 30D | +38.4% | -2.9% | +41.3% | +41.1% |
| 3M | +23.7% | +9.4% | +14.3% | +15.5% |
| 6M | +26.0% | +10.8% | +15.2% | +16.5% |
| YTD | +9.4% | -0.4% | +9.9% | +7.7% |
| 1Y | -17.3% | -10.9% | -6.4% | -14.1% |
| All | -17.3% | -8.8% | -8.5% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling