+382.3%
TSM vs BAM
+86.2%
+296.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +5.9% |
| 7D | -7.6% | +9.7% | -17.3% | -11.7% |
| 30D | -20.5% | +19.0% | -39.5% | -27.2% |
| 3M | -10.0% | +0.6% | -10.5% | -10.7% |
| 6M | -10.1% | +11.1% | -21.1% | -15.6% |
| YTD | +24.5% | +4.2% | +20.3% | +20.1% |
| 1Y | +31.2% | +3.3% | +27.8% | +27.0% |
| 3Y | +322.0% | +88.8% | +233.2% | +209.0% |
| All | +382.3% | +86.2% | +296.0% | +246.0% |
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