+500.3%
TTD vs CBRE
+376.9%
+123.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.2% |
| 7D | +20.8% | -2.8% | +23.6% | +23.1% |
| 30D | +27.1% | +2.2% | +24.9% | +25.1% |
| 3M | +14.7% | -10.1% | +24.8% | +22.1% |
| 6M | -26.8% | -8.0% | -18.8% | -23.4% |
| YTD | -59.2% | -17.6% | -41.7% | -54.9% |
| 1Y | -64.7% | -14.7% | -50.0% | -61.9% |
| 3Y | -75.8% | +80.4% | -156.2% | -84.9% |
| 5Y | -84.6% | +25.9% | -110.5% | -87.8% |
| All | +500.3% | +376.9% | +123.4% | +129.6% |
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 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