+77.8%
CBRE vs TSLQ
-97.8%
+175.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.8% |
| 7D | -1.8% | -16.8% | +15.1% | -3.4% |
| 30D | +3.3% | -18.0% | +21.3% | +1.9% |
| 3M | -12.4% | -34.5% | +22.1% | -14.9% |
| 6M | -5.4% | -8.9% | +3.6% | -3.7% |
| YTD | -17.2% | -19.0% | +1.8% | -15.8% |
| 1Y | -13.1% | -38.2% | +25.1% | -13.7% |
| 3Y | +81.6% | -96.9% | +178.5% | +49.9% |
| All | +77.8% | -97.8% | +175.5% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling