+786.5%
TSEM vs CBRE
+379.0%
+407.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.4% | -7.1% |
| 7D | +7.0% | -1.8% | +8.7% | +7.7% |
| 30D | -29.8% | +3.3% | -33.1% | -30.8% |
| 3M | -41.9% | -12.4% | -29.6% | -39.7% |
| 6M | -45.8% | -5.4% | -40.4% | -46.1% |
| YTD | +25.1% | -17.2% | +42.3% | +29.4% |
| 1Y | +48.2% | -13.1% | +61.3% | +50.3% |
| 3Y | +476.5% | +81.6% | +394.9% | +333.7% |
| 5Y | +301.4% | +26.4% | +275.0% | +239.8% |
| All | +786.5% | +379.0% | +407.5% | +341.4% |
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