+77.9%
TEM vs BAM
+47.7%
+30.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.9% | -5.9% |
| 7D | -5.9% | -2.7% | -3.2% | -2.9% |
| 30D | +4.8% | +15.5% | -10.7% | -9.9% |
| 3M | +31.9% | -6.9% | +38.7% | +41.8% |
| 6M | +56.0% | +9.9% | +46.1% | +37.5% |
| YTD | +21.3% | +1.4% | +19.9% | +16.0% |
| 1Y | +5.4% | +3.3% | +2.1% | -1.6% |
| All | +77.9% | +47.7% | +30.2% | +9.2% |
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