+127.9%
TT vs CBRE
+26.4%
+101.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | -2.0% | +5.2% | -7.2% | -3.7% |
| 30D | -14.0% | +6.2% | -20.3% | -16.1% |
| 3M | -15.9% | -8.1% | -7.8% | -13.9% |
| 6M | -17.3% | -6.6% | -10.7% | -16.4% |
| YTD | +4.0% | -15.7% | +19.7% | +7.9% |
| 1Y | -7.1% | -9.7% | +2.5% | -6.5% |
| 3Y | +90.2% | +80.4% | +9.8% | +32.6% |
| All | +127.9% | +26.4% | +101.5% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling