+386.8%
CBRE vs TSN
+12.5%
+374.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.7% |
| 7D | -0.5% | +5.8% | -6.4% | -2.9% |
| 30D | +3.1% | +12.8% | -9.8% | -2.1% |
| 3M | -6.4% | +6.5% | -12.8% | -9.2% |
| 6M | -7.9% | -10.3% | +2.4% | -4.1% |
| YTD | -16.2% | +5.5% | -21.7% | -19.0% |
| 1Y | -11.2% | +15.8% | -27.0% | -17.8% |
| 3Y | +83.4% | +42.5% | +40.9% | +51.2% |
| 5Y | +28.4% | -14.3% | +42.8% | +31.7% |
| 10Y | +386.8% | +18.2% | +368.6% | +313.4% |
| All | +386.8% | +12.5% | +374.3% | +313.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling