+537.0%
TDG vs CBRE
+407.4%
+129.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.2% |
| 7D | -1.9% | -5.0% | +3.1% | +0.9% |
| 30D | -7.7% | -4.7% | -3.0% | -5.6% |
| 3M | -9.3% | +6.5% | -15.8% | -13.2% |
| 6M | -9.4% | +6.1% | -15.4% | -13.3% |
| YTD | -14.3% | -12.6% | -1.6% | -10.0% |
| 1Y | -11.8% | -15.3% | +3.5% | -6.2% |
| 3Y | +52.0% | +64.6% | -12.6% | +2.4% |
| 5Y | +128.8% | +45.0% | +83.8% | +62.2% |
| All | +537.0% | +407.4% | +129.5% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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