+667.3%
TSEM vs CBRE
+45.8%
+621.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.6% | -0.1% |
| 7D | +10.4% | -1.5% | +12.0% | +10.8% |
| 30D | -12.9% | -4.0% | -8.9% | -12.3% |
| 3M | -9.2% | +8.0% | -17.2% | -12.7% |
| 6M | +98.8% | +4.0% | +94.8% | +92.6% |
| YTD | +87.2% | -11.5% | +98.7% | +90.7% |
| 1Y | +239.0% | -13.0% | +252.0% | +246.3% |
| 3Y | +679.5% | +66.9% | +612.6% | +529.8% |
| 5Y | +667.3% | +45.0% | +622.2% | +577.6% |
| All | +667.3% | +45.8% | +621.5% | +577.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling