-60.9%
TSLL vs BAM
+1.3%
-62.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.0% | -18.8% | -19.3% |
| 7D | -28.9% | +7.9% | -36.8% | -33.3% |
| 30D | -21.4% | +16.0% | -37.5% | -31.3% |
| 3M | +5.0% | +0.6% | +4.3% | +4.8% |
| 6M | -36.6% | +10.5% | -47.1% | -42.1% |
| YTD | -56.6% | +3.2% | -59.9% | -58.1% |
| 1Y | -60.9% | +1.0% | -61.9% | -61.1% |
| All | -60.9% | +1.3% | -62.1% | -61.1% |
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