+2,317.2%
CBRE vs TSN
+268.8%
+2,048.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -2.0% | -6.3% | +4.3% | +1.2% |
| 30D | -2.2% | -10.8% | +8.6% | +3.8% |
| 3M | +12.9% | -8.8% | +21.7% | +18.0% |
| 6M | +4.3% | -16.8% | +21.1% | +13.9% |
| YTD | -8.0% | -10.0% | +1.9% | -4.1% |
| 1Y | -8.6% | -5.3% | -3.3% | -7.8% |
| 3Y | +71.9% | +8.5% | +63.4% | +55.7% |
| 5Y | +50.0% | -22.9% | +72.9% | +61.5% |
| 10Y | +390.1% | -12.6% | +402.7% | +343.6% |
| All | +2,317.2% | +268.8% | +2,048.3% | +393.7% |
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