-30.6%
TSEM vs CBRE
-7.9%
-22.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.2% | +7.8% | +7.6% |
| 7D | +6.8% | -4.6% | +11.4% | +3.6% |
| 30D | -26.6% | +3.0% | -29.6% | -24.6% |
| 3M | -36.3% | -8.7% | -27.6% | -40.3% |
| 6M | -30.6% | -7.9% | -22.7% | -28.3% |
| All | -30.6% | -7.9% | -22.7% | -28.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling