+322.0%
TSM vs CBRE
+79.1%
+242.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.5% |
| 7D | -7.6% | +5.2% | -12.7% | -8.7% |
| 30D | -20.5% | +6.2% | -26.7% | -21.8% |
| 3M | -10.0% | -8.1% | -1.9% | -8.3% |
| 6M | -10.1% | -6.6% | -3.4% | -9.2% |
| YTD | +24.5% | -15.7% | +40.2% | +28.8% |
| 1Y | +31.2% | -9.7% | +40.8% | +31.7% |
| 3Y | +322.0% | +80.4% | +241.6% | +216.9% |
| All | +322.0% | +79.1% | +242.9% | +216.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling