-32.5%
TSLQ vs BAM
-1.5%
-31.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -5.4% |
| 7D | -26.6% | -2.0% | -24.6% | -27.7% |
| 30D | -17.5% | +13.7% | -31.2% | -7.6% |
| 3M | -41.7% | -4.8% | -36.9% | -44.3% |
| 6M | -16.9% | +7.6% | -24.5% | -8.7% |
| YTD | -21.9% | +1.2% | -23.1% | -15.9% |
| 1Y | -32.5% | -2.3% | -30.3% | -29.2% |
| All | -32.5% | -1.5% | -31.0% | -29.2% |
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