+236.4%
TSM vs CBRE
+26.4%
+210.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.6% |
| 7D | -7.6% | +5.2% | -12.7% | -9.4% |
| 30D | -20.5% | +6.2% | -26.7% | -22.6% |
| 3M | -10.0% | -8.1% | -1.9% | -7.8% |
| 6M | -10.1% | -6.6% | -3.4% | -9.2% |
| YTD | +24.5% | -15.7% | +40.2% | +29.8% |
| 1Y | +31.2% | -9.7% | +40.8% | +31.8% |
| 3Y | +322.0% | +80.4% | +241.6% | +186.7% |
| All | +236.4% | +26.4% | +210.0% | +165.2% |
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