+2,317.2%
CBRE vs TCOM
+2,274.5%
+42.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -2.0% | -9.5% | +7.6% | +1.0% |
| 30D | -2.2% | -10.7% | +8.5% | +1.2% |
| 3M | +12.9% | -14.6% | +27.5% | +17.7% |
| 6M | +4.3% | -19.3% | +23.6% | +10.5% |
| YTD | -8.0% | -42.9% | +34.9% | +7.7% |
| 1Y | -8.6% | -43.8% | +35.2% | +7.3% |
| 3Y | +71.9% | +2.1% | +69.8% | +55.7% |
| 5Y | +50.0% | +31.2% | +18.8% | +12.1% |
| 10Y | +390.1% | -13.9% | +404.0% | +285.1% |
| All | +2,317.2% | +2,274.5% | +42.7% | +546.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling