+471.3%
TSEM vs BAM
+85.9%
+385.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.4% |
| 7D | -17.5% | +9.7% | -27.2% | -21.6% |
| 30D | -44.7% | +19.0% | -63.7% | -49.8% |
| 3M | -38.9% | +0.6% | -39.4% | -39.6% |
| 6M | -36.7% | +11.1% | -47.8% | -41.4% |
| YTD | +17.0% | +4.2% | +12.8% | +11.3% |
| 1Y | +62.8% | +3.3% | +59.5% | +56.3% |
| 3Y | +471.3% | +88.8% | +382.5% | +289.1% |
| All | +471.3% | +85.9% | +385.4% | +289.1% |
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