-9.2%
TYL vs CBRE
-11.6%
+2.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +2.1% |
| 7D | +4.3% | -0.5% | +4.8% | +4.5% |
| 30D | +28.0% | +3.1% | +24.9% | +25.4% |
| 3M | +32.3% | -6.4% | +38.7% | +36.2% |
| 6M | +29.9% | -7.9% | +37.8% | +35.3% |
| YTD | -7.1% | -16.2% | +9.1% | +2.6% |
| 1Y | -9.2% | -11.2% | +2.0% | -2.3% |
| All | -9.2% | -11.6% | +2.3% | -2.3% |
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