-55.4%
TSLL vs CBRE
+77.4%
-132.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -46.5% |
| 6M | -37.7% | +4.3% | -42.0% | -42.5% |
| YTD | -51.4% | -8.0% | -43.3% | -50.1% |
| 1Y | -23.4% | -8.6% | -14.8% | -22.0% |
| 3Y | -30.8% | +71.9% | -102.7% | -62.5% |
| All | -55.4% | +77.4% | -132.8% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling