+187.8%
TYL vs CBRE
+379.0%
-191.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.8% | -1.8% | +2.6% | +1.5% |
| 30D | +21.1% | +3.3% | +17.8% | +19.4% |
| 3M | +28.9% | -12.4% | +41.3% | +34.7% |
| 6M | +42.0% | -5.4% | +47.4% | +44.0% |
| YTD | -6.6% | -17.2% | +10.6% | -0.6% |
| 1Y | -9.1% | -13.1% | +4.0% | -4.9% |
| 3Y | +1.8% | +81.6% | -79.7% | -18.2% |
| 5Y | -22.9% | +26.4% | -49.4% | -31.9% |
| All | +187.8% | +379.0% | -191.2% | +90.9% |
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 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