-85.4%
TTD vs CBRE
+26.4%
-111.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.4% |
| 7D | +5.2% | +5.2% | 0.0% | +1.2% |
| 30D | +6.9% | +6.2% | +0.7% | +1.9% |
| 3M | -26.8% | -8.1% | -18.7% | -22.8% |
| 6M | -46.1% | -6.6% | -39.5% | -44.0% |
| YTD | -65.9% | -15.7% | -50.2% | -62.4% |
| 1Y | -71.8% | -9.7% | -62.2% | -70.8% |
| 3Y | -83.3% | +80.4% | -163.7% | -91.7% |
| All | -85.4% | +26.4% | -111.8% | -90.4% |
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