+1,326.7%
TSEM vs CBRE
+381.8%
+944.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.9% |
| 7D | +4.7% | -1.7% | +6.4% | +5.2% |
| 30D | -14.2% | -3.0% | -11.3% | -13.8% |
| 3M | -5.0% | +2.6% | -7.7% | -7.7% |
| 6M | +87.6% | +2.0% | +85.6% | +81.8% |
| YTD | +84.4% | -13.1% | +97.6% | +88.5% |
| 1Y | +235.4% | -13.8% | +249.2% | +242.8% |
| 3Y | +668.0% | +63.9% | +604.1% | +503.6% |
| 5Y | +644.7% | +42.3% | +602.4% | +504.4% |
| 10Y | +1,326.7% | +401.2% | +925.5% | +602.4% |
| All | +1,326.7% | +381.8% | +944.9% | +602.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling