-23.4%
TSLL vs BAM
-8.8%
-14.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.6% | -12.5% | -12.5% |
| 7D | +1.9% | -2.0% | +3.9% | +4.0% |
| 30D | +17.8% | -2.9% | +20.7% | +21.3% |
| 3M | -37.0% | +9.4% | -46.4% | -41.9% |
| 6M | -37.7% | +10.8% | -48.4% | -43.2% |
| YTD | -51.4% | -0.4% | -50.9% | -51.1% |
| 1Y | -23.4% | -10.9% | -12.5% | -13.2% |
| All | -23.4% | -8.8% | -14.5% | -13.2% |
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