-14.7%
CBRE vs TMF
-29.9%
+15.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +0.3% |
| 7D | -2.8% | -8.2% | +5.4% | +0.5% |
| 30D | +2.2% | +5.3% | -3.1% | +0.1% |
| 3M | -10.1% | -8.5% | -1.6% | -7.3% |
| 6M | -8.0% | -17.2% | +9.2% | -2.8% |
| YTD | -17.6% | -23.4% | +5.8% | -11.3% |
| 1Y | -14.7% | -30.2% | +15.5% | -4.3% |
| All | -14.7% | -29.9% | +15.1% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling