+45.9%
TEM vs CBRE
+56.5%
-10.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.0% |
| 7D | -9.2% | -7.2% | -1.9% | -2.3% |
| 30D | +5.5% | -6.4% | +11.9% | +12.3% |
| 3M | +18.7% | +2.9% | +15.8% | +13.4% |
| 6M | +15.4% | +2.5% | +12.9% | +9.6% |
| YTD | -0.5% | -14.2% | +13.7% | +12.3% |
| 1Y | -24.8% | -15.1% | -9.7% | -14.6% |
| All | +45.9% | +56.5% | -10.5% | -21.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling