-17.8%
TLN vs BAM
+12.2%
-30.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.6% |
| 7D | -9.4% | +7.9% | -17.3% | -11.5% |
| 30D | -15.2% | +16.0% | -31.3% | -20.0% |
| 3M | -4.1% | +0.6% | -4.8% | -3.4% |
| 6M | -17.8% | +10.5% | -28.3% | -20.3% |
| All | -17.8% | +12.2% | -30.1% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling