+417.0%
TTMI vs CBRE
+26.1%
+390.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | +11.4% | -1.8% | +13.1% | +12.4% |
| 30D | -28.3% | +3.3% | -31.6% | -29.6% |
| 3M | -46.7% | -12.4% | -34.3% | -43.9% |
| 6M | -56.1% | -5.4% | -50.8% | -56.3% |
| YTD | +7.4% | -17.2% | +24.6% | +13.1% |
| 1Y | +17.4% | -13.1% | +30.5% | +20.1% |
| 3Y | +429.1% | +81.6% | +347.6% | +238.3% |
| All | +417.0% | +26.1% | +390.8% | +266.7% |
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 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