+406.9%
CBRE vs TMF
-83.0%
+489.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +1.0% | +0.6% | +0.4% | +1.1% |
| 30D | +5.6% | +16.3% | -10.7% | +6.3% |
| 3M | -6.8% | -2.7% | -4.1% | -6.9% |
| 6M | -5.6% | -13.2% | +7.6% | -6.3% |
| YTD | -14.1% | -16.7% | +2.6% | -14.9% |
| 1Y | -9.5% | -22.7% | +13.2% | -10.7% |
| 3Y | +91.8% | -26.1% | +117.9% | +90.6% |
| 5Y | +30.3% | -88.4% | +118.8% | -7.3% |
| 10Y | +406.9% | -81.8% | +488.7% | +325.3% |
| All | +406.9% | -83.0% | +489.9% | +325.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling