+12,759.1%
TDG vs CBRE
+468.2%
+12,291.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.2% |
| 7D | -2.4% | -1.7% | -0.8% | -2.0% |
| 30D | -8.0% | -3.0% | -5.0% | -7.4% |
| 3M | -10.5% | +2.6% | -13.1% | -11.3% |
| 6M | -11.9% | +2.0% | -13.9% | -12.7% |
| YTD | -15.4% | -13.1% | -2.2% | -12.9% |
| 1Y | -14.2% | -13.8% | -0.4% | -11.7% |
| 3Y | +51.0% | +63.9% | -12.8% | +28.9% |
| 5Y | +126.5% | +42.3% | +84.1% | +99.6% |
| 10Y | +535.6% | +401.2% | +134.4% | +321.9% |
| All | +12,759.1% | +468.2% | +12,291.0% | +6,320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling