+80.5%
TSEM vs BAM
+4.2%
+76.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.2% | -14.9% | -9.9% |
| 7D | -23.1% | +14.2% | -37.3% | -25.7% |
| 30D | -40.4% | +21.0% | -61.3% | -43.7% |
| 3M | -37.9% | +5.2% | -43.1% | -38.6% |
| 6M | -30.8% | +16.0% | -46.8% | -35.1% |
| YTD | +26.7% | +6.5% | +20.3% | +22.6% |
| 1Y | +80.5% | +4.4% | +76.1% | +80.2% |
| All | +80.5% | +4.2% | +76.2% | +80.2% |
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 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