-60.3%
TSLL vs CBRE
+63.6%
-123.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.4% | -18.5% | -18.4% |
| 7D | -28.9% | +6.0% | -34.9% | -32.9% |
| 30D | -21.4% | +4.4% | -25.8% | -25.5% |
| 3M | +5.0% | -9.8% | +14.8% | +15.2% |
| 6M | -36.6% | -4.4% | -32.2% | -36.4% |
| YTD | -56.6% | -15.2% | -41.4% | -52.2% |
| 1Y | -60.9% | -9.1% | -51.7% | -60.8% |
| 3Y | -25.2% | +79.4% | -104.6% | -61.4% |
| All | -60.3% | +63.6% | -123.8% | -76.2% |
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