-35.3%
TSLL vs CBRE
+72.5%
-107.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.3% | -11.2% |
| 7D | +1.9% | -2.0% | +3.9% | +4.0% |
| 30D | +17.8% | -2.2% | +20.0% | +20.2% |
| 3M | -37.0% | +12.9% | -49.9% | -46.6% |
| 6M | -37.7% | +4.3% | -42.0% | -42.5% |
| YTD | -51.4% | -8.0% | -43.3% | -50.0% |
| 1Y | -23.4% | -8.6% | -14.8% | -22.0% |
| All | -35.3% | +72.5% | -107.8% | -67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling