+97.4%
CBRE vs TSLQ
-97.0%
+194.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.0% | -12.6% | +0.5% |
| 7D | -2.0% | -5.8% | +3.8% | -2.3% |
| 30D | -2.2% | -22.1% | +19.9% | -4.1% |
| 3M | +12.9% | +10.1% | +2.9% | +15.7% |
| 6M | +4.3% | -6.8% | +11.1% | +6.1% |
| YTD | -8.0% | +8.5% | -16.6% | -4.5% |
| 1Y | -8.6% | -49.7% | +41.2% | -11.5% |
| 3Y | +71.9% | -95.6% | +167.5% | +47.2% |
| All | +97.4% | -97.0% | +194.4% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling