-21.0%
TSLQ vs BAM
+4.2%
-25.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +6.2% | +0.2% | +11.4% |
| 7D | +9.8% | +14.2% | -4.4% | +22.7% |
| 30D | -6.0% | +21.0% | -27.0% | +10.6% |
| 3M | -35.0% | +5.2% | -40.2% | -32.5% |
| 6M | -24.9% | +16.0% | -40.9% | -12.1% |
| YTD | -12.7% | +6.5% | -19.1% | -2.3% |
| 1Y | -21.0% | +4.4% | -25.4% | -12.0% |
| All | -21.0% | +4.2% | -25.2% | -12.0% |
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 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