+42.3%
CBRE vs TCOM
+25.9%
+16.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.3% |
| 7D | -1.7% | -10.2% | +8.5% | -0.1% |
| 30D | -3.0% | -16.8% | +13.9% | -0.2% |
| 3M | +2.6% | -16.7% | +19.3% | +5.2% |
| 6M | +2.0% | -27.1% | +29.1% | +6.7% |
| YTD | -13.1% | -45.5% | +32.4% | -5.5% |
| 1Y | -13.8% | -45.9% | +32.0% | -6.2% |
| 3Y | +63.9% | +9.8% | +54.1% | +54.7% |
| 5Y | +42.3% | +23.8% | +18.5% | +25.5% |
| All | +42.3% | +25.9% | +16.4% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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