+90.0%
CBRE vs TSLQ
-97.3%
+187.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.0% | +4.2% | -4.5% |
| 7D | -1.5% | -8.6% | +7.0% | -2.2% |
| 30D | -4.0% | -24.9% | +20.9% | -6.2% |
| 3M | +8.0% | -1.5% | +9.5% | +9.4% |
| 6M | +4.0% | -18.1% | +22.0% | +4.4% |
| YTD | -11.5% | -0.1% | -11.4% | -8.9% |
| 1Y | -13.0% | -51.4% | +38.4% | -16.0% |
| 3Y | +66.9% | -95.9% | +162.8% | +42.2% |
| All | +90.0% | -97.3% | +187.2% | +69.6% |
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