-3.0%
TFC vs CBRE
+26.4%
-29.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +1.2% | +5.2% | -4.0% | -1.7% |
| 30D | +8.3% | +6.2% | +2.1% | +4.3% |
| 3M | -5.2% | -8.1% | +2.9% | -1.4% |
| 6M | -0.8% | -6.6% | +5.9% | +1.5% |
| YTD | +3.4% | -15.7% | +19.2% | +10.8% |
| 1Y | +17.0% | -9.7% | +26.7% | +19.6% |
| 3Y | +86.2% | +80.4% | +5.8% | +13.9% |
| All | -3.0% | +26.4% | -29.4% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling