+244.6%
TMUS vs CBRE
+387.8%
-143.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +8.2% | -4.6% | +12.8% | +9.4% |
| 30D | +13.4% | +3.0% | +10.4% | +12.5% |
| 3M | -3.0% | -8.7% | +5.7% | -1.2% |
| 6M | -8.8% | -7.9% | -0.9% | -7.5% |
| YTD | -13.8% | -16.3% | +2.5% | -11.5% |
| 1Y | -17.1% | -13.1% | -4.0% | -15.8% |
| 3Y | +22.7% | +83.1% | -60.5% | -1.2% |
| 5Y | +52.8% | +27.7% | +25.1% | +34.0% |
| 10Y | +244.6% | +386.9% | -142.3% | +86.3% |
| All | +244.6% | +387.8% | -143.2% | +86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling