+2,100.2%
CBRE vs TSN
+329.4%
+1,770.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -4.6% | -0.3% | -4.4% | -4.5% |
| 30D | +3.0% | +11.8% | -8.8% | -3.3% |
| 3M | -8.7% | +7.1% | -15.8% | -12.7% |
| 6M | -7.9% | -9.2% | +1.3% | -3.7% |
| YTD | -16.3% | +4.8% | -21.1% | -19.9% |
| 1Y | -13.1% | +11.6% | -24.8% | -20.1% |
| 3Y | +83.1% | +41.5% | +41.6% | +42.7% |
| 5Y | +27.7% | -15.5% | +43.3% | +30.9% |
| 10Y | +386.9% | +16.9% | +370.0% | +272.8% |
| All | +2,100.2% | +329.4% | +1,770.8% | +312.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling