+180.8%
TYL vs CBRE
+388.5%
-207.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.7% |
| 7D | +4.3% | -0.5% | +4.8% | +4.5% |
| 30D | +28.0% | +3.1% | +24.9% | +26.2% |
| 3M | +32.3% | -6.4% | +38.7% | +35.0% |
| 6M | +29.9% | -7.9% | +37.8% | +33.1% |
| YTD | -7.1% | -16.2% | +9.1% | -1.6% |
| 1Y | -9.2% | -11.2% | +2.0% | -5.8% |
| 3Y | +0.7% | +83.4% | -82.7% | -19.3% |
| 5Y | -21.1% | +28.4% | -49.5% | -30.6% |
| 10Y | +180.8% | +386.8% | -206.0% | +88.1% |
| All | +180.8% | +388.5% | -207.7% | +88.1% |
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