+364.6%
CBRE vs TMF
-81.8%
+446.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.7% |
| 7D | -2.8% | -8.2% | +5.4% | -3.1% |
| 30D | +2.2% | +5.3% | -3.1% | +2.4% |
| 3M | -10.1% | -8.5% | -1.6% | -10.4% |
| 6M | -8.0% | -17.2% | +9.2% | -8.8% |
| YTD | -17.6% | -23.4% | +5.8% | -18.6% |
| 1Y | -14.7% | -30.2% | +15.5% | -16.2% |
| 3Y | +80.4% | -32.9% | +113.3% | +78.4% |
| 5Y | +25.9% | -88.5% | +114.4% | -9.0% |
| All | +364.6% | -81.8% | +446.4% | +291.3% |
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