-19.9%
TEM vs BAM
-12.8%
-7.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +2.0% |
| 7D | +3.2% | -1.6% | +4.8% | +4.4% |
| 30D | +23.5% | -6.0% | +29.5% | +29.1% |
| 3M | +32.3% | +7.3% | +25.0% | +24.8% |
| 6M | +23.0% | +8.2% | +14.8% | +15.6% |
| YTD | +8.9% | -3.8% | +12.7% | +9.8% |
| 1Y | -19.9% | -10.7% | -9.1% | -15.9% |
| All | -19.9% | -12.8% | -7.1% | -15.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling