+16.3%
TFC vs CBRE
-9.3%
+25.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | 0.0% | +1.3% |
| 7D | +0.3% | +1.0% | -0.7% | 0.0% |
| 30D | +9.2% | +5.6% | +3.5% | +7.1% |
| 3M | -2.9% | -6.8% | +3.8% | -1.2% |
| 6M | +3.5% | -5.6% | +9.1% | +4.3% |
| YTD | +5.4% | -14.1% | +19.5% | +7.2% |
| All | +16.3% | -9.3% | +25.7% | +15.4% |
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 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