-10.0%
TYL vs CBRE
-9.3%
-0.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -1.6% |
| 7D | +3.5% | +1.0% | +2.5% | +2.9% |
| 30D | +26.9% | +5.6% | +21.3% | +22.8% |
| 3M | +33.8% | -6.8% | +40.6% | +38.2% |
| 6M | +28.8% | -5.6% | +34.4% | +32.6% |
| YTD | -7.9% | -14.1% | +6.2% | +0.5% |
| All | -10.0% | -9.3% | -0.6% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling