+361.1%
TTD vs CBRE
+386.5%
-25.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | +0.2% |
| 7D | -4.6% | -1.7% | -2.9% | -3.6% |
| 30D | +3.7% | -3.0% | +6.6% | +5.4% |
| 3M | -30.2% | +2.6% | -32.8% | -31.5% |
| 6M | -51.4% | +2.0% | -53.4% | -52.4% |
| YTD | -63.4% | -13.1% | -50.3% | -60.8% |
| 1Y | -73.5% | -13.8% | -59.7% | -71.6% |
| 3Y | -83.5% | +63.9% | -147.3% | -88.9% |
| 5Y | -80.9% | +42.3% | -123.3% | -85.9% |
| All | +361.1% | +386.5% | -25.4% | +59.5% |
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 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