Derivative and Hedging Activities (Interest Rate Derivatives Designated as Cash Flow Hedges) (USD $)	6 Months Ended
Jun. 30, 2011
Cash flow hedges of interest rate risk [Abstract]
Amount of AOCI to be reclassified to income in the following 12 months	$ 4,700,000
Net realized losses included in AOCI resulting from settled derivative instruments	1,900,000
Consolidated Subsidiaries Interest Rate Swap 1 [Member]
Derivative [Line Items]
Maturity Date Of Derivative Instrument	September 2020
Hedge designation	cash flow hedge
Description of variable rate basis	LIBOR
Type of interest rate paid on swap	fixed
Ownership percentage in hedged entity (in hundredths)	95.00%
Notional amount	131,000,000
Swap rate (in hundredths)	2.64%
Credit spread on the loan (in hundredths)	2.35%
Total swapped rate on loan (in hundredths)	4.99%
Period after which principal balance on loan begins amortizing (in years)	2Y
Consolidated Subsidiaries Interest Rate Swap 2 [Member]
Derivative [Line Items]
Maturity Date Of Derivative Instrument	January 2012
Unconsolidated Joint Ventures Interest Rate Swap 1 [Member]
Derivative [Line Items]
Maturity Date Of Derivative Instrument	November 2012
Hedge designation	cash flow hedge
Description of variable rate basis	LIBOR
Type of interest rate paid on swap	fixed
Ownership percentage in hedged entity (in hundredths)	50.00%
Notional amount	$ 30,000,000
Swap rate (in hundredths)	5.05%
Credit spread on the loan (in hundredths)	0.90%
Total swapped rate on loan (in hundredths)	5.95%
Unconsolidated Joint Ventures Interest Rate Swap 2 [Member]
Derivative [Line Items]
Maturity Date Of Derivative Instrument	April 2012

Total monetary amount specified by the derivative(s). Expressed as an absolute value.

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Namespace Prefix:	invest
Data Type:	xbrli:monetaryItemType
Balance Type:	na
Period Type:	instant

- Definition

When the instrument or group of instruments presented is a swap, refers to whether the entity pays a variable interest rate or pays a fixed interest rate on the swap.

+ Details

Name:	invest_DerivativeTypeOfInterestRatePaidOnSwap
Namespace Prefix:	invest
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

The amount of net realized losses resulting from settled interest rate cash flow hedges included in accumulated other comprehensive income as of the balance sheet date expected to be reclassified to earnings over the term of the hedged debt.

+ Details

Name:	tco_InterestRateCashFlowHedgeRealizedLossInAoci
Namespace Prefix:	tco
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

The date the derivative matures.

+ Details

Name:	tco_MaturityDateOfDerivativeInstrument
Namespace Prefix:	tco
Data Type:	us-types:dateStringItemType
Balance Type:	na
Period Type:	duration

- Definition

The percentage of ownership in the entity that holds the derivative instrument.

+ Details

Name:	tco_OwnershipPercentageInHedgedEntity
Namespace Prefix:	tco
Data Type:	us-types:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

The period, in years, after which the outstanding principal balance on the loan begins amortizing. Payments are interest-only for the first two years.

+ Details

Name:	tco_PeriodAfterWhichPrincipalBalanceOnLoanBeginsAmortizing
Namespace Prefix:	tco
Data Type:	us-types:durationStringItemType
Balance Type:	na
Period Type:	duration

- Definition

The total of the swap rate and credit spread on loan.

+ Details

Name:	tco_TotalSwappedRateOnLoan
Namespace Prefix:	tco
Data Type:	us-types:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

The percentage points added to the reference rate to compute the variable rate on the interest rate derivative.

+ Details

Name:	us-gaap_DerivativeBasisSpreadOnVariableRate
Namespace Prefix:	us-gaap
Data Type:	us-types:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

+ Details

Name:	us-gaap_DerivativeDescriptionOfVariableRateBasis
Namespace Prefix:	us-gaap
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

Fixed interest rate related to the interest rate derivative.

+ Details

Name:	us-gaap_DerivativeFixedInterestRate
Namespace Prefix:	us-gaap
Data Type:	us-types:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

The hedge designation, if any, elected for the derivative.

+ Details

Name:	us-gaap_DerivativeHedgeDesignation
Namespace Prefix:	us-gaap
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ Details

Name:	us-gaap_DerivativeLineItems
Namespace Prefix:	us-gaap
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

The estimated net amount of unrealized gains (losses) on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 45
-Subparagraph b(2)

+ Details

Name:	us-gaap_InterestRateCashFlowHedgeGainLossToBeReclassifiedDuringNext12MonthsNet
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

- Details

Name:	us-gaap_InterestRateCashFlowHedgesAbstract
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Period Type:	duration