+401.2%
CBRE vs TXT
+100.3%
+300.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -2.1% |
| 7D | -1.7% | +0.8% | -2.5% | -2.1% |
| 30D | -3.0% | -10.4% | +7.5% | +3.0% |
| 3M | +2.6% | -14.3% | +17.0% | +10.8% |
| 6M | +2.0% | -15.1% | +17.1% | +10.1% |
| YTD | -13.1% | -8.3% | -4.8% | -10.9% |
| 1Y | -13.8% | -0.7% | -13.1% | -15.8% |
| 3Y | +63.9% | +6.0% | +57.9% | +49.4% |
| 5Y | +42.3% | +12.5% | +29.8% | +22.5% |
| 10Y | +401.2% | +103.2% | +298.0% | +171.8% |
| All | +401.2% | +100.3% | +300.9% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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