+239.0%
TSEM vs BAM
-12.8%
+251.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | 0.0% |
| 7D | +10.4% | -1.6% | +12.0% | +11.0% |
| 30D | -12.9% | -6.0% | -6.9% | -11.5% |
| 3M | -9.2% | +7.3% | -16.5% | -12.8% |
| 6M | +98.8% | +8.2% | +90.6% | +87.7% |
| YTD | +87.2% | -3.8% | +91.1% | +85.9% |
| 1Y | +239.0% | -10.7% | +249.7% | +249.3% |
| All | +239.0% | -12.8% | +251.7% | +249.3% |
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