-52.1%
TSLL vs CBRE
+65.8%
-117.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.9% | +8.9% |
| 7D | -14.3% | +1.0% | -15.3% | -14.8% |
| 30D | -6.2% | +5.6% | -11.8% | -11.9% |
| 3M | +21.2% | -6.8% | +27.9% | +28.5% |
| 6M | -36.6% | -5.6% | -31.0% | -35.3% |
| YTD | -47.8% | -14.1% | -33.7% | -43.1% |
| 1Y | -45.2% | -9.5% | -35.7% | -44.4% |
| 3Y | -3.3% | +91.8% | -95.0% | -53.4% |
| All | -52.1% | +65.8% | -117.9% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling