+383.7%
CBRE vs TSN
-5.9%
+389.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.8% |
| 7D | -7.2% | +1.4% | -8.6% | -7.8% |
| 30D | -6.4% | -6.2% | -0.3% | -4.3% |
| 3M | +2.9% | -5.7% | +8.6% | +5.0% |
| 6M | +2.5% | -11.4% | +13.9% | +6.7% |
| YTD | -14.2% | -8.2% | -6.0% | -12.1% |
| 1Y | -15.1% | -2.0% | -13.1% | -15.7% |
| 3Y | +61.9% | +11.9% | +50.0% | +48.5% |
| 5Y | +42.4% | -17.8% | +60.1% | +48.0% |
| All | +383.7% | -5.9% | +389.5% | +341.6% |
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