+2,610.3%
TT vs CBRE
+2,039.6%
+570.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | -2.0% | +5.2% | -7.2% | -3.6% |
| 30D | -14.0% | +6.2% | -20.3% | -16.0% |
| 3M | -15.9% | -8.1% | -7.8% | -14.2% |
| 6M | -17.3% | -6.6% | -10.7% | -16.6% |
| YTD | +4.0% | -15.7% | +19.7% | +7.2% |
| 1Y | -7.1% | -9.7% | +2.5% | -6.4% |
| 3Y | +90.2% | +80.4% | +9.8% | +50.6% |
| 5Y | +131.1% | +27.0% | +104.1% | +102.9% |
| 10Y | +777.7% | +412.9% | +364.8% | +384.8% |
| All | +2,610.3% | +2,039.6% | +570.6% | +751.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling