-47.2%
TSLL vs CBRE
+59.0%
-106.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +4.9% |
| 7D | +33.0% | -2.8% | +35.8% | +36.8% |
| 30D | +7.7% | +2.2% | +5.5% | +4.3% |
| 3M | +34.7% | -10.1% | +44.8% | +48.3% |
| 6M | -31.5% | -8.0% | -23.5% | -28.6% |
| YTD | -42.4% | -17.6% | -24.8% | -34.6% |
| 1Y | -39.7% | -14.7% | -25.0% | -34.5% |
| 3Y | +3.4% | +80.4% | -77.0% | -47.1% |
| All | -47.2% | +59.0% | -106.2% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling