+2,921.5%
TT vs CBRE
+2,234.5%
+687.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | 0.0% | -2.0% | +2.0% | +0.6% |
| 30D | -7.2% | -2.2% | -5.0% | -6.7% |
| 3M | -3.0% | +12.9% | -15.9% | -7.2% |
| 6M | +1.4% | +4.3% | -3.0% | -1.0% |
| YTD | +15.9% | -8.0% | +23.9% | +16.9% |
| 1Y | +9.4% | -8.6% | +18.0% | +10.3% |
| 3Y | +124.4% | +71.9% | +52.5% | +81.3% |
| 5Y | +138.0% | +50.0% | +88.0% | +99.2% |
| 10Y | +886.4% | +390.1% | +496.3% | +453.7% |
| All | +2,921.5% | +2,234.5% | +687.1% | +828.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling