+4,824.1%
TYL vs CBRE
+2,052.9%
+2,771.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.4% |
| 7D | +15.1% | +6.0% | +9.1% | +13.6% |
| 30D | +30.1% | +4.4% | +25.7% | +28.7% |
| 3M | +40.4% | -9.8% | +50.2% | +43.2% |
| 6M | +31.3% | -4.4% | +35.6% | +32.2% |
| YTD | -5.2% | -15.2% | +10.0% | -2.0% |
| 1Y | -6.6% | -9.1% | +2.5% | -4.9% |
| 3Y | +3.4% | +79.4% | -76.0% | -8.9% |
| 5Y | -19.3% | +27.8% | -47.1% | -24.0% |
| 10Y | +178.1% | +416.1% | -238.0% | +95.2% |
| All | +4,824.1% | +2,052.9% | +2,771.2% | +1,942.4% |
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