+18.3%
TMO vs CBRE
+61.2%
-42.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -2.5% | -7.2% | +4.8% | 0.0% |
| 30D | -0.3% | -6.4% | +6.1% | +1.8% |
| 3M | +25.3% | +2.9% | +22.3% | +23.3% |
| 6M | +20.9% | +2.5% | +18.3% | +19.1% |
| YTD | +4.3% | -14.2% | +18.5% | +8.7% |
| 1Y | +27.0% | -15.1% | +42.2% | +32.7% |
| All | +18.3% | +61.2% | -42.9% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling