+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 all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -0.2% | -2.0% | +1.7% | +0.4% |
| 30D | -7.4% | -2.2% | -5.2% | -6.9% |
| 3M | -3.2% | +12.9% | -16.1% | -7.5% |
| 6M | +1.1% | +4.3% | -3.2% | -1.2% |
| YTD | +15.6% | -8.0% | +23.7% | +16.6% |
| 1Y | +9.2% | -8.6% | +17.7% | +10.1% |
| 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 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