+187.5%
TYL vs CBRE
+376.9%
-189.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | +0.1% |
| 7D | -1.6% | -2.8% | +1.2% | -0.6% |
| 30D | +22.1% | +2.2% | +19.9% | +20.8% |
| 3M | +33.4% | -10.1% | +43.4% | +38.1% |
| 6M | +36.8% | -8.0% | +44.8% | +40.2% |
| YTD | -6.7% | -17.6% | +10.9% | -0.6% |
| 1Y | -9.2% | -14.7% | +5.5% | -4.4% |
| 3Y | +1.2% | +80.4% | -79.2% | -18.5% |
| 5Y | -23.0% | +25.9% | -48.9% | -31.8% |
| All | +187.5% | +376.9% | -189.4% | +91.0% |
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