+1,084.3%
TTMI vs CBRE
+398.3%
+686.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | +6.0% | -7.2% | +13.3% | +9.8% |
| 30D | -6.4% | -6.4% | 0.0% | -4.1% |
| 3M | -28.9% | +2.9% | -31.9% | -31.5% |
| 6M | +26.9% | +2.5% | +24.3% | +21.9% |
| YTD | +77.3% | -14.2% | +91.5% | +84.0% |
| 1Y | +147.5% | -15.1% | +162.6% | +157.7% |
| 3Y | +847.6% | +61.9% | +785.8% | +595.0% |
| 5Y | +802.2% | +42.4% | +759.8% | +587.2% |
| All | +1,084.3% | +398.3% | +686.0% | +431.2% |
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