+253.1%
TSEM vs CBRE
-7.7%
+260.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.6% | +8.4% | +7.7% |
| 7D | +6.9% | -2.0% | +8.9% | +6.5% |
| 30D | +5.3% | -2.2% | +7.5% | +5.2% |
| 3M | -14.9% | +12.9% | -27.8% | -13.5% |
| 6M | +80.0% | +4.3% | +75.7% | +83.1% |
| YTD | +89.4% | -8.0% | +97.4% | +97.2% |
| 1Y | +253.1% | -8.6% | +261.6% | +261.4% |
| All | +253.1% | -7.7% | +260.8% | +261.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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