+712.7%
TEL vs CBRE
+254.9%
+457.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +4.5% | -1.8% | +6.3% | +5.1% |
| 30D | +2.9% | +3.3% | -0.4% | +1.7% |
| 3M | +1.1% | -12.4% | +13.5% | +5.0% |
| 6M | +5.0% | -5.4% | +10.3% | +6.0% |
| YTD | -3.9% | -17.2% | +13.3% | +0.5% |
| 1Y | -7.4% | -13.1% | +5.6% | -4.8% |
| 3Y | +81.0% | +81.6% | -0.6% | +45.8% |
| 5Y | +42.3% | +26.4% | +15.9% | +27.6% |
| 10Y | +284.8% | +381.6% | -96.8% | +127.8% |
| All | +712.7% | +254.9% | +457.8% | +247.7% |
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