+212.4%
TFC vs CBRE
+2,039.6%
-1,827.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +1.2% | +5.2% | -4.0% | -0.8% |
| 30D | +8.3% | +6.2% | +2.1% | +5.5% |
| 3M | -5.2% | -8.1% | +2.9% | -2.5% |
| 6M | -0.8% | -6.6% | +5.9% | +1.0% |
| YTD | +3.4% | -15.7% | +19.2% | +8.7% |
| 1Y | +17.0% | -9.7% | +26.7% | +19.6% |
| 3Y | +86.2% | +80.4% | +5.8% | +43.7% |
| 5Y | -2.3% | +27.0% | -29.3% | -13.6% |
| 10Y | +93.9% | +412.9% | -319.0% | +3.4% |
| All | +212.4% | +2,039.6% | -1,827.3% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling