+99.8%
TSEM vs CBRE
+2,024.9%
-1,925.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.2% | +7.8% | +7.7% |
| 7D | +6.8% | -4.6% | +11.4% | +7.9% |
| 30D | -26.6% | +3.0% | -29.6% | -27.2% |
| 3M | -36.3% | -8.7% | -27.6% | -35.5% |
| 6M | -30.6% | -7.9% | -22.7% | -30.4% |
| YTD | +35.3% | -16.3% | +51.6% | +37.7% |
| 1Y | +59.2% | -13.1% | +72.3% | +60.8% |
| 3Y | +547.7% | +83.1% | +464.5% | +462.0% |
| 5Y | +337.5% | +27.7% | +309.8% | +302.5% |
| 10Y | +887.4% | +386.9% | +500.5% | +600.4% |
| All | +99.8% | +2,024.9% | -1,925.1% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling