+412.3%
TTD vs CBRE
+369.5%
+42.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.7% | +4.8% |
| 7D | +19.9% | -0.5% | +20.4% | +20.4% |
| 30D | +27.6% | +3.1% | +24.6% | +25.0% |
| 3M | +15.2% | -6.4% | +21.5% | +19.5% |
| 6M | -33.2% | -7.9% | -25.3% | -30.1% |
| YTD | -59.4% | -16.2% | -43.2% | -55.6% |
| 1Y | -64.4% | -11.2% | -53.1% | -62.5% |
| 3Y | -75.9% | +83.4% | -159.3% | -85.1% |
| 5Y | -82.6% | +28.4% | -111.1% | -86.4% |
| 10Y | +558.1% | +386.8% | +171.3% | +120.4% |
| All | +412.3% | +369.5% | +42.8% | +80.7% |
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