+4,065.1%
TYL vs CBRE
+2,234.5%
+1,830.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | -3.7% | -2.0% | -1.7% | -3.3% |
| 30D | +18.7% | -2.2% | +20.9% | +19.2% |
| 3M | +18.1% | +12.9% | +5.2% | +15.2% |
| 6M | -1.1% | +4.3% | -5.4% | -2.2% |
| YTD | -19.8% | -8.0% | -11.8% | -18.4% |
| 1Y | -34.3% | -8.6% | -25.8% | -33.1% |
| 3Y | -8.2% | +71.9% | -80.1% | -18.4% |
| 5Y | -25.4% | +50.0% | -75.4% | -31.9% |
| 10Y | +115.6% | +390.1% | -274.5% | +52.3% |
| All | +4,065.1% | +2,234.5% | +1,830.6% | +1,600.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling