+385.0%
CBRE vs TMF
-86.8%
+471.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -1.5% | +1.0% | -2.5% | -1.5% |
| 30D | -4.0% | -1.8% | -2.1% | -4.1% |
| 3M | +8.0% | -8.2% | +16.3% | +7.6% |
| 6M | +4.0% | -19.5% | +23.5% | +2.9% |
| YTD | -11.5% | -16.0% | +4.4% | -12.2% |
| 1Y | -13.0% | -22.5% | +9.5% | -14.1% |
| 3Y | +66.9% | -42.3% | +109.2% | +61.0% |
| 5Y | +45.0% | -87.7% | +132.7% | +6.3% |
| 10Y | +385.0% | -86.5% | +471.5% | +319.9% |
| All | +385.0% | -86.8% | +471.8% | +319.9% |
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