-17.3%
TLN vs BAM
+4.2%
-21.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +6.2% | -14.7% | -10.6% |
| 7D | -6.0% | +14.2% | -20.3% | -11.2% |
| 30D | -1.5% | +21.0% | -22.5% | -9.7% |
| 3M | -3.9% | +5.2% | -9.1% | -5.8% |
| 6M | -15.0% | +16.0% | -31.0% | -20.9% |
| YTD | -12.8% | +6.5% | -19.3% | -16.1% |
| 1Y | -17.3% | +4.4% | -21.7% | -19.9% |
| All | -17.3% | +4.2% | -21.6% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling