+893.7%
TT vs CBRE
+378.3%
+515.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +1.1% |
| 7D | +1.6% | -1.5% | +3.1% | +2.1% |
| 30D | -7.3% | -4.0% | -3.3% | -6.0% |
| 3M | -2.6% | +8.0% | -10.6% | -6.6% |
| 6M | +5.9% | +4.0% | +1.9% | +2.7% |
| YTD | +15.4% | -11.5% | +26.9% | +18.4% |
| 1Y | +8.2% | -13.0% | +21.2% | +11.5% |
| 3Y | +122.7% | +66.9% | +55.8% | +64.9% |
| 5Y | +145.0% | +45.0% | +99.9% | +89.5% |
| 10Y | +893.7% | +385.0% | +508.7% | +343.3% |
| All | +893.7% | +378.3% | +515.4% | +343.3% |
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