+152.2%
CBRE vs TXG
+22.9%
+129.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -1.0% |
| 7D | -7.2% | +5.0% | -12.2% | -8.0% |
| 30D | -6.4% | +13.5% | -19.9% | -8.6% |
| 3M | +2.9% | +128.0% | -125.1% | -11.9% |
| 6M | +2.5% | +224.4% | -221.9% | -18.5% |
| YTD | -14.2% | +307.0% | -321.2% | -34.8% |
| 1Y | -15.1% | +427.2% | -442.4% | -39.3% |
| 3Y | +61.9% | +40.2% | +21.7% | +38.2% |
| 5Y | +42.4% | -64.0% | +106.4% | +37.8% |
| All | +152.2% | +22.9% | +129.2% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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