+676.7%
TLN vs BAM
+94.7%
+582.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | +0.1% |
| 7D | +1.1% | +5.0% | -3.9% | -1.5% |
| 30D | -4.6% | +16.6% | -21.2% | -12.2% |
| 3M | +5.2% | +2.2% | +3.0% | +3.5% |
| 6M | -6.5% | +9.7% | -16.2% | -11.7% |
| YTD | -3.6% | +5.2% | -8.9% | -7.6% |
| 1Y | -8.2% | +3.9% | -12.2% | -11.5% |
| 3Y | +559.7% | +91.5% | +468.1% | +474.3% |
| All | +676.7% | +94.7% | +582.1% | +583.4% |
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