+50.9%
CBRE vs TMF
-87.5%
+138.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -2.0% | -1.4% | -0.5% | -1.8% |
| 30D | -2.2% | -2.8% | +0.6% | -1.8% |
| 3M | +12.9% | -10.9% | +23.8% | +14.4% |
| 6M | +4.3% | -21.3% | +25.6% | +7.2% |
| YTD | -8.0% | -15.9% | +7.8% | -6.3% |
| 1Y | -8.6% | -15.7% | +7.2% | -6.9% |
| 3Y | +71.9% | -43.4% | +115.2% | +77.8% |
| All | +50.9% | -87.5% | +138.4% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling