-22.4%
TYL vs CBRE
+26.4%
-48.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | +6.7% | +5.2% | +1.5% | +3.7% |
| 30D | +26.5% | +6.2% | +20.3% | +22.0% |
| 3M | +37.3% | -8.1% | +45.4% | +42.7% |
| 6M | +31.2% | -6.6% | +37.8% | +34.8% |
| YTD | -7.4% | -15.7% | +8.4% | +0.3% |
| 1Y | -9.6% | -9.7% | +0.1% | -5.8% |
| 3Y | +1.9% | +80.4% | -78.5% | -31.5% |
| All | -22.4% | +26.4% | -48.7% | -38.3% |
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 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