+501.7%
TSEM vs CBRE
+86.2%
+415.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.6% | -2.6% |
| 7D | -9.5% | -0.5% | -8.9% | -9.3% |
| 30D | -35.5% | +3.1% | -38.5% | -35.9% |
| 3M | -41.6% | -6.4% | -35.2% | -40.9% |
| 6M | -30.1% | -7.9% | -22.2% | -29.4% |
| YTD | +25.7% | -16.2% | +41.9% | +30.4% |
| 1Y | +50.5% | -11.2% | +61.7% | +51.8% |
| 3Y | +501.7% | +83.4% | +418.3% | +335.2% |
| All | +501.7% | +86.2% | +415.5% | +335.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling