+38.5%
TNA vs CBRE
-6.2%
+44.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.1% | +0.3% | +1.8% |
| 7D | +2.4% | +14.1% | -11.7% | -5.9% |
| 30D | -0.9% | +9.0% | -10.0% | -6.4% |
| 3M | -19.2% | -6.6% | -12.6% | -15.9% |
| 6M | -0.8% | +0.8% | -1.6% | -2.7% |
| YTD | +33.2% | -12.2% | +45.4% | +36.3% |
| 1Y | +38.5% | -6.8% | +45.3% | +25.5% |
| All | +38.5% | -6.2% | +44.7% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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