+10,302.0%
TSM vs CBRE
+2,039.6%
+8,262.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.5% |
| 7D | -7.6% | +5.2% | -12.7% | -8.8% |
| 30D | -20.5% | +6.2% | -26.7% | -22.0% |
| 3M | -10.0% | -8.1% | -1.9% | -8.5% |
| 6M | -10.1% | -6.6% | -3.4% | -9.5% |
| YTD | +24.5% | -15.7% | +40.2% | +27.9% |
| 1Y | +31.2% | -9.7% | +40.8% | +32.1% |
| 3Y | +322.0% | +80.4% | +241.6% | +250.0% |
| 5Y | +245.3% | +27.0% | +218.2% | +212.0% |
| 10Y | +1,465.8% | +412.9% | +1,052.9% | +855.8% |
| All | +10,302.0% | +2,039.6% | +8,262.4% | +2,907.8% |
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