+668.0%
TSEM vs CBRE
+63.2%
+604.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.1% |
| 7D | +4.7% | -1.7% | +6.4% | +5.1% |
| 30D | -14.2% | -3.0% | -11.3% | -13.9% |
| 3M | -5.0% | +2.6% | -7.7% | -7.2% |
| 6M | +87.6% | +2.0% | +85.6% | +82.5% |
| YTD | +84.4% | -13.1% | +97.6% | +89.7% |
| 1Y | +235.4% | -13.8% | +249.2% | +244.8% |
| All | +668.0% | +63.2% | +604.8% | +489.6% |
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