+285.8%
TEL vs CBRE
+379.0%
-93.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +4.5% | -1.8% | +6.3% | +5.4% |
| 30D | +2.9% | +3.3% | -0.4% | +1.0% |
| 3M | +1.1% | -12.4% | +13.5% | +7.0% |
| 6M | +5.0% | -5.4% | +10.3% | +6.2% |
| YTD | -3.9% | -17.2% | +13.3% | +2.4% |
| 1Y | -7.4% | -13.1% | +5.6% | -3.8% |
| 3Y | +81.0% | +81.6% | -0.6% | +24.8% |
| 5Y | +42.3% | +26.4% | +15.9% | +15.8% |
| All | +285.8% | +379.0% | -93.3% | +75.3% |
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