+399.4%
TSEM vs BAM
+78.0%
+321.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.6% | +7.2% | +7.6% |
| 7D | +6.9% | -2.0% | +8.9% | +7.8% |
| 30D | +5.3% | -2.9% | +8.2% | +6.2% |
| 3M | -14.9% | +9.4% | -24.3% | -19.0% |
| 6M | +80.0% | +10.8% | +69.3% | +69.8% |
| YTD | +89.4% | -0.4% | +89.8% | +86.1% |
| 1Y | +253.1% | -10.9% | +264.0% | +265.4% |
| 3Y | +642.1% | +61.3% | +580.9% | +530.8% |
| All | +399.4% | +78.0% | +321.5% | +318.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling