-10.6%
TSLL vs BAM
+90.5%
-101.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.3% | +8.6% | +7.7% |
| 7D | -14.3% | +5.3% | -19.6% | -20.1% |
| 30D | -6.2% | +18.1% | -24.2% | -26.6% |
| 3M | +21.2% | +4.2% | +17.0% | +12.5% |
| 6M | -36.6% | +11.1% | -47.7% | -46.9% |
| YTD | -47.8% | +6.6% | -54.4% | -54.2% |
| 1Y | -45.2% | +6.2% | -51.4% | -51.6% |
| 3Y | -3.3% | +95.0% | -98.3% | -51.3% |
| All | -10.6% | +90.5% | -101.1% | -55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling