+1,753.6%
TSM vs CBRE
+378.3%
+1,375.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.1% | +3.7% |
| 7D | +6.0% | -1.5% | +7.6% | +6.5% |
| 30D | +4.5% | -4.0% | +8.5% | +5.6% |
| 3M | +3.1% | +8.0% | -4.9% | -0.9% |
| 6M | +30.2% | +4.0% | +26.2% | +26.6% |
| YTD | +45.2% | -11.5% | +56.7% | +48.6% |
| 1Y | +79.6% | -13.0% | +92.6% | +84.3% |
| 3Y | +411.0% | +66.9% | +344.1% | +299.8% |
| 5Y | +290.7% | +45.0% | +245.7% | +216.9% |
| 10Y | +1,753.6% | +385.0% | +1,368.6% | +939.2% |
| All | +1,753.6% | +378.3% | +1,375.2% | +939.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling