+2,100.2%
CBRE vs TCOM
+2,423.8%
-323.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -4.6% | +2.2% | -6.8% | -5.3% |
| 30D | +3.0% | +12.5% | -9.6% | -0.8% |
| 3M | -8.7% | -5.6% | -3.1% | -7.3% |
| 6M | -7.9% | -16.5% | +8.6% | -3.4% |
| YTD | -16.3% | -39.4% | +23.1% | -3.9% |
| 1Y | -13.1% | -41.0% | +27.8% | +0.5% |
| 3Y | +83.1% | +29.2% | +53.9% | +53.8% |
| 5Y | +27.7% | +41.6% | -13.9% | -6.5% |
| 10Y | +386.9% | +6.6% | +380.3% | +255.0% |
| All | +2,100.2% | +2,423.8% | -323.5% | +476.3% |
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