+179.7%
TSEM vs CBRE
+2,234.5%
-2,054.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.6% | +8.4% | +8.0% |
| 7D | +6.9% | -2.0% | +8.9% | +7.3% |
| 30D | +5.3% | -2.2% | +7.5% | +5.5% |
| 3M | -14.9% | +12.9% | -27.8% | -17.8% |
| 6M | +80.0% | +4.3% | +75.7% | +76.5% |
| YTD | +89.4% | -8.0% | +97.4% | +89.6% |
| 1Y | +253.1% | -8.6% | +261.6% | +253.4% |
| 3Y | +642.1% | +71.9% | +570.2% | +552.9% |
| 5Y | +659.1% | +50.0% | +609.1% | +578.1% |
| 10Y | +1,291.4% | +390.1% | +901.3% | +884.8% |
| All | +179.7% | +2,234.5% | -2,054.8% | +37.6% |
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 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