-97.4%
TSLQ vs BAM
+71.9%
-169.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.4% | -4.5% | -12.5% |
| 7D | -8.6% | -1.6% | -7.0% | -10.7% |
| 30D | -24.9% | -6.0% | -18.9% | -30.1% |
| 3M | -1.5% | +7.3% | -8.9% | +11.5% |
| 6M | -18.1% | +8.2% | -26.3% | -3.6% |
| YTD | -0.1% | -3.8% | +3.7% | +1.3% |
| 1Y | -51.4% | -10.7% | -40.6% | -54.0% |
| 3Y | -95.9% | +55.3% | -151.3% | -90.3% |
| All | -97.4% | +71.9% | -169.3% | -93.0% |
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 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