-10.5%
TEM vs BAM
+4.2%
-14.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.2% | -9.0% | -6.9% |
| 7D | -1.3% | +14.2% | -15.5% | -10.0% |
| 30D | -9.5% | +21.0% | -30.5% | -20.9% |
| 3M | +60.7% | +5.2% | +55.5% | +55.1% |
| 6M | +35.5% | +16.0% | +19.5% | +20.3% |
| YTD | +28.0% | +6.5% | +21.6% | +19.8% |
| 1Y | -10.5% | +4.4% | -14.9% | -14.4% |
| All | -10.5% | +4.2% | -14.8% | -14.4% |
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 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