+31.3%
TYL vs CBRE
-2.9%
+34.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +3.1% |
| 7D | +15.1% | +6.0% | +9.1% | +12.1% |
| 30D | +30.1% | +4.4% | +25.7% | +27.2% |
| 3M | +40.4% | -9.8% | +50.2% | +46.7% |
| 6M | +31.3% | -4.4% | +35.6% | +27.5% |
| All | +31.3% | -2.9% | +34.1% | +27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling