+25.8%
TMO vs CBRE
-7.7%
+33.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.4% | -2.0% | +0.6% | -0.8% |
| 30D | +6.2% | -2.2% | +8.4% | +6.7% |
| 3M | +27.5% | +12.9% | +14.6% | +22.3% |
| 6M | +20.0% | +4.3% | +15.6% | +18.3% |
| YTD | +6.1% | -8.0% | +14.2% | +7.8% |
| 1Y | +25.8% | -8.6% | +34.4% | +27.0% |
| All | +25.8% | -7.7% | +33.5% | +27.0% |
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