+208.5%
TSEM vs BAM
+86.2%
+122.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.5% |
| 7D | -17.5% | +9.7% | -27.2% | -20.9% |
| 30D | -44.7% | +19.0% | -63.7% | -49.0% |
| 3M | -38.9% | +0.6% | -39.4% | -39.5% |
| 6M | -36.7% | +11.1% | -47.8% | -40.6% |
| YTD | +17.0% | +4.2% | +12.8% | +12.3% |
| 1Y | +62.8% | +3.3% | +59.5% | +57.4% |
| 3Y | +471.3% | +88.8% | +382.5% | +367.4% |
| All | +208.5% | +86.2% | +122.3% | +152.5% |
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