+628.3%
TLN vs BAM
+92.7%
+535.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.2% | +6.7% |
| 7D | -1.3% | +9.7% | -11.0% | -6.2% |
| 30D | -10.5% | +19.0% | -29.5% | -18.6% |
| 3M | +0.1% | +0.6% | -0.5% | -0.9% |
| 6M | -17.4% | +11.1% | -28.5% | -22.6% |
| YTD | -9.7% | +4.2% | -13.8% | -13.0% |
| 1Y | -12.3% | +3.3% | -15.6% | -15.2% |
| 3Y | +528.3% | +88.8% | +439.5% | +449.4% |
| All | +628.3% | +92.7% | +535.6% | +543.4% |
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