+398.6%
CBRE vs TMF
-84.4%
+483.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | +5.2% | +1.2% | +4.0% | +5.2% |
| 30D | +6.2% | +19.7% | -13.5% | +7.0% |
| 3M | -8.1% | -2.1% | -6.0% | -8.2% |
| 6M | -6.6% | -13.4% | +6.8% | -7.3% |
| YTD | -15.7% | -16.7% | +1.0% | -16.5% |
| 1Y | -9.7% | -23.3% | +13.7% | -10.9% |
| 3Y | +80.4% | -24.8% | +105.2% | +79.8% |
| 5Y | +27.0% | -88.0% | +115.1% | -8.5% |
| All | +398.6% | -84.4% | +483.0% | +313.5% |
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