+581.7%
TLN vs BAM
+84.1%
+497.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.1% | +3.4% |
| 7D | +7.1% | -2.0% | +9.0% | +8.1% |
| 30D | -3.9% | -2.9% | -1.0% | -2.5% |
| 3M | -16.2% | +9.4% | -25.5% | -20.3% |
| 6M | -5.8% | +10.8% | -16.6% | -11.0% |
| YTD | -15.4% | -0.4% | -15.0% | -16.1% |
| 1Y | -16.7% | -10.9% | -5.8% | -12.6% |
| 3Y | +473.8% | +61.3% | +412.5% | +420.5% |
| All | +581.7% | +84.1% | +497.6% | +520.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling