+561.0%
TTMI vs CBRE
+1,992.7%
-1,431.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.5% |
| 7D | +22.6% | -2.8% | +25.4% | +24.0% |
| 30D | -34.3% | +2.2% | -36.5% | -35.1% |
| 3M | -44.8% | -10.1% | -34.7% | -43.1% |
| 6M | -53.3% | -8.0% | -45.3% | -53.0% |
| YTD | +10.6% | -17.6% | +28.1% | +15.1% |
| 1Y | +8.2% | -14.7% | +22.9% | +11.3% |
| 3Y | +435.7% | +80.4% | +355.3% | +312.7% |
| 5Y | +434.2% | +25.9% | +408.3% | +366.5% |
| 10Y | +426.4% | +379.5% | +46.9% | +172.0% |
| All | +561.0% | +1,992.7% | -1,431.7% | +36.7% |
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