+1.2%
TYL vs CBRE
+85.6%
-84.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -1.5% |
| 7D | +3.5% | +1.0% | +2.5% | +3.0% |
| 30D | +26.9% | +5.6% | +21.3% | +23.4% |
| 3M | +33.8% | -6.8% | +40.6% | +37.5% |
| 6M | +28.8% | -5.6% | +34.4% | +31.4% |
| YTD | -7.9% | -14.1% | +6.2% | -2.1% |
| 1Y | -9.8% | -9.5% | -0.3% | -6.2% |
| 3Y | +1.2% | +91.8% | -90.6% | -17.1% |
| All | +1.2% | +85.6% | -84.5% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling