+386.5%
TSEM vs BAM
+67.8%
+318.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.5% |
| 7D | +4.7% | -3.9% | +8.6% | +6.6% |
| 30D | -14.2% | -8.8% | -5.4% | -11.1% |
| 3M | -5.0% | +2.2% | -7.2% | -6.9% |
| 6M | +87.6% | +5.9% | +81.6% | +80.2% |
| YTD | +84.4% | -6.1% | +90.5% | +85.9% |
| 1Y | +235.4% | -11.6% | +247.0% | +247.8% |
| 3Y | +668.0% | +51.7% | +616.3% | +569.7% |
| All | +386.5% | +67.8% | +318.6% | +318.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling