+14.6%
TFC vs CBRE
-12.5%
+27.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -0.9% |
| 7D | +2.2% | -1.5% | +3.8% | +2.7% |
| 30D | -2.5% | -4.0% | +1.5% | -1.4% |
| 3M | +4.5% | +8.0% | -3.5% | +1.4% |
| 6M | +11.0% | +4.0% | +7.0% | +8.4% |
| YTD | +5.9% | -11.5% | +17.4% | +7.4% |
| 1Y | +14.6% | -13.0% | +27.6% | +14.2% |
| All | +14.6% | -12.5% | +27.1% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling