+97.2%
TFC vs CBRE
+381.8%
-284.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.3% |
| 7D | -1.3% | -1.7% | +0.4% | -0.3% |
| 30D | -2.3% | -3.0% | +0.6% | -1.0% |
| 3M | +2.5% | +2.6% | -0.2% | -0.3% |
| 6M | +9.5% | +2.0% | +7.5% | +6.3% |
| YTD | +5.1% | -13.1% | +18.2% | +11.4% |
| 1Y | +15.5% | -13.8% | +29.3% | +22.7% |
| 3Y | +95.2% | +63.9% | +31.3% | +30.5% |
| 5Y | +14.5% | +42.3% | -27.9% | -17.4% |
| 10Y | +97.2% | +401.2% | -304.0% | -31.2% |
| All | +97.2% | +381.8% | -284.6% | -31.2% |
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