+229.9%
TSEM vs BAM
+81.2%
+148.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.2% | -7.0% |
| 7D | +7.0% | -2.7% | +9.6% | +8.1% |
| 30D | -29.8% | +15.5% | -45.3% | -34.4% |
| 3M | -41.9% | -6.9% | -35.1% | -40.5% |
| 6M | -45.8% | +9.9% | -55.6% | -48.8% |
| YTD | +25.1% | +1.4% | +23.7% | +21.4% |
| 1Y | +48.2% | +3.3% | +45.0% | +42.7% |
| 3Y | +476.5% | +83.6% | +392.9% | +377.0% |
| All | +229.9% | +81.2% | +148.7% | +173.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling