-24.8%
TYL vs CBRE
+50.7%
-75.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | -3.7% | -2.0% | -1.7% | -2.7% |
| 30D | +18.7% | -2.2% | +20.9% | +19.9% |
| 3M | +18.1% | +12.9% | +5.2% | +10.5% |
| 6M | -1.1% | +4.3% | -5.4% | -4.2% |
| YTD | -19.8% | -8.0% | -11.8% | -16.8% |
| 1Y | -34.3% | -8.6% | -25.8% | -31.7% |
| 3Y | -8.2% | +71.9% | -80.1% | -35.3% |
| All | -24.8% | +50.7% | -75.5% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling