-16.8%
TSLL vs BAM
+78.0%
-94.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.6% | -12.5% | -12.7% |
| 7D | +1.9% | -2.0% | +3.9% | +5.0% |
| 30D | +17.8% | -2.9% | +20.7% | +22.7% |
| 3M | -37.0% | +9.4% | -46.4% | -44.6% |
| 6M | -37.7% | +10.8% | -48.4% | -46.6% |
| YTD | -51.4% | -0.4% | -50.9% | -52.3% |
| 1Y | -23.4% | -10.9% | -12.5% | -10.7% |
| 3Y | -30.8% | +61.3% | -92.0% | -55.7% |
| All | -16.8% | +78.0% | -94.7% | -54.0% |
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