+73.5%
TFC vs CBRE
+376.9%
-303.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.2% |
| 7D | +0.1% | -2.8% | +2.9% | +1.9% |
| 30D | +8.6% | +2.2% | +6.4% | +6.6% |
| 3M | -4.3% | -10.1% | +5.7% | +1.1% |
| 6M | +5.4% | -8.0% | +13.4% | +8.9% |
| YTD | +4.5% | -17.6% | +22.1% | +13.9% |
| 1Y | +14.0% | -14.7% | +28.7% | +21.2% |
| 3Y | +93.4% | +80.4% | +13.0% | +19.8% |
| 5Y | +0.5% | +25.9% | -25.4% | -21.9% |
| All | +73.5% | +376.9% | -303.4% | -34.4% |
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