+84.3%
CBRE vs TSLQ
-97.2%
+181.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.0% |
| 7D | -7.2% | +5.7% | -12.9% | -6.7% |
| 30D | -6.4% | -21.1% | +14.7% | -8.1% |
| 3M | +2.9% | -11.5% | +14.4% | +3.1% |
| 6M | +2.5% | -14.9% | +17.4% | +3.3% |
| YTD | -14.2% | +2.4% | -16.6% | -11.4% |
| 1Y | -15.1% | -49.8% | +34.6% | -17.8% |
| 3Y | +61.9% | -95.8% | +157.7% | +38.2% |
| All | +84.3% | -97.2% | +181.4% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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