+683.8%
TEL vs CBRE
+294.2%
+389.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +3.0% | -2.0% | +4.9% | +3.6% |
| 30D | -3.9% | -2.2% | -1.7% | -3.4% |
| 3M | -5.1% | +12.9% | -18.0% | -9.0% |
| 6M | +0.6% | +4.3% | -3.7% | -1.3% |
| YTD | -7.3% | -8.0% | +0.8% | -6.0% |
| 1Y | +1.1% | -8.6% | +9.7% | +2.6% |
| 3Y | +63.7% | +71.9% | -8.2% | +34.3% |
| 5Y | +50.7% | +50.0% | +0.7% | +28.4% |
| 10Y | +290.2% | +390.1% | -99.9% | +129.3% |
| All | +683.8% | +294.2% | +389.7% | +225.3% |
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 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