-80.6%
TTD vs CBRE
+45.8%
-126.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +0.9% | -0.1% |
| 7D | +1.7% | -1.5% | +3.3% | +2.8% |
| 30D | +1.6% | -4.0% | +5.6% | +4.4% |
| 3M | -27.8% | +8.0% | -35.9% | -32.0% |
| 6M | -52.1% | +4.0% | -56.1% | -54.0% |
| YTD | -63.1% | -11.5% | -51.5% | -60.5% |
| 1Y | -73.1% | -13.0% | -60.1% | -71.1% |
| 3Y | -83.3% | +66.9% | -150.2% | -90.6% |
| 5Y | -80.6% | +45.0% | -125.7% | -88.3% |
| All | -80.6% | +45.8% | -126.4% | -88.3% |
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