-54.3%
TSLL vs CBRE
-10.1%
-44.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.6% | +9.3% | +8.8% |
| 7D | -21.2% | +5.2% | -26.4% | -22.1% |
| 30D | -13.3% | +6.2% | -19.5% | -14.6% |
| 3M | +15.4% | -8.1% | +23.5% | +18.6% |
| 6M | -34.2% | -6.6% | -27.6% | -32.3% |
| YTD | -52.9% | -15.7% | -37.2% | -51.7% |
| 1Y | -54.3% | -9.7% | -44.7% | -53.4% |
| All | -54.3% | -10.1% | -44.2% | -53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling