+234.7%
TMUS vs CBRE
+421.6%
-186.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.2% | +3.7% |
| 7D | +5.3% | +1.0% | +4.3% | +5.1% |
| 30D | +13.5% | +5.6% | +7.9% | +12.0% |
| 3M | -4.2% | -6.8% | +2.5% | -2.9% |
| 6M | -11.9% | -5.6% | -6.3% | -11.1% |
| YTD | -15.6% | -14.1% | -1.5% | -13.9% |
| 1Y | -16.8% | -9.5% | -7.3% | -16.3% |
| 3Y | +20.8% | +91.8% | -71.0% | -3.9% |
| 5Y | +48.0% | +30.3% | +17.7% | +29.3% |
| 10Y | +234.7% | +406.9% | -172.1% | +83.6% |
| All | +234.7% | +421.6% | -186.9% | +83.6% |
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