-15.1%
CBRE vs TSN
-2.3%
-12.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | -7.2% | +1.4% | -8.6% | -7.5% |
| 30D | -6.4% | -6.2% | -0.3% | -5.2% |
| 3M | +2.9% | -5.7% | +8.6% | +4.2% |
| 6M | +2.5% | -11.4% | +13.9% | +4.5% |
| YTD | -14.2% | -8.2% | -6.0% | -11.9% |
| 1Y | -15.1% | -2.0% | -13.1% | -16.0% |
| All | -15.1% | -2.3% | -12.8% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling