+812.9%
TTMI vs CBRE
+42.7%
+770.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.1% |
| 7D | +7.5% | -1.7% | +9.2% | +8.1% |
| 30D | -4.5% | -3.0% | -1.5% | -3.9% |
| 3M | -28.5% | +2.6% | -31.2% | -31.1% |
| 6M | +28.4% | +2.0% | +26.4% | +23.4% |
| YTD | +80.1% | -13.1% | +93.2% | +86.2% |
| 1Y | +161.0% | -13.8% | +174.9% | +170.3% |
| 3Y | +862.4% | +63.9% | +798.6% | +564.9% |
| 5Y | +812.9% | +42.3% | +770.6% | +524.9% |
| All | +812.9% | +42.7% | +770.2% | +524.9% |
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