+2,493.9%
CBRE vs TMF
-68.9%
+2,562.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.5% |
| 7D | -2.0% | -1.4% | -0.5% | -2.2% |
| 30D | -2.2% | -2.8% | +0.6% | -2.7% |
| 3M | +12.9% | -10.9% | +23.8% | +10.7% |
| 6M | +4.3% | -21.3% | +25.6% | +0.1% |
| YTD | -8.0% | -15.9% | +7.8% | -10.6% |
| 1Y | -8.6% | -15.7% | +7.2% | -11.0% |
| 3Y | +71.9% | -43.4% | +115.2% | +56.5% |
| 5Y | +50.0% | -87.8% | +137.8% | -4.4% |
| 10Y | +390.1% | -86.7% | +476.8% | +266.4% |
| All | +2,493.9% | -68.9% | +2,562.7% | +3,015.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling