+36.0%
TSM vs CBRE
-6.2%
+42.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.4% | -2.2% |
| 7D | -10.0% | +14.1% | -24.0% | -9.9% |
| 30D | -18.5% | +9.0% | -27.6% | -18.4% |
| 3M | -4.9% | -6.6% | +1.7% | -4.5% |
| 6M | -1.0% | +0.8% | -1.7% | -0.8% |
| YTD | +31.3% | -12.2% | +43.5% | +31.8% |
| 1Y | +36.0% | -6.8% | +42.8% | +35.5% |
| All | +36.0% | -6.2% | +42.2% | +35.5% |
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