+15.6%
TMUS vs CBRE
+79.1%
-63.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +3.6% | +5.2% | -1.6% | +3.1% |
| 30D | -3.4% | +6.2% | -9.6% | -3.8% |
| 3M | -9.5% | -8.1% | -1.4% | -9.0% |
| 6M | -15.2% | -6.6% | -8.5% | -15.1% |
| YTD | -18.9% | -15.7% | -3.2% | -18.6% |
| 1Y | -17.7% | -9.7% | -8.0% | -18.2% |
| 3Y | +15.6% | +80.4% | -64.7% | +13.7% |
| All | +15.6% | +79.1% | -63.4% | +13.7% |
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