+396.0%
TTD vs CBRE
+381.3%
+14.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.0% | +13.5% | +14.2% |
| 7D | +19.0% | +1.0% | +17.9% | +18.3% |
| 30D | +23.6% | +5.6% | +18.0% | +19.2% |
| 3M | +8.2% | -6.8% | +14.9% | +12.7% |
| 6M | -35.3% | -5.6% | -29.7% | -33.4% |
| YTD | -60.7% | -14.1% | -46.6% | -57.6% |
| 1Y | -65.3% | -9.5% | -55.8% | -63.9% |
| 3Y | -80.6% | +91.8% | -172.3% | -88.3% |
| 5Y | -84.6% | +30.3% | -114.9% | -88.0% |
| 10Y | +550.5% | +406.9% | +143.7% | +111.9% |
| All | +396.0% | +381.3% | +14.8% | +72.4% |
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 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