+76.5%
TNA vs CBRE
+407.4%
-330.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.8% | -1.5% |
| 7D | -7.3% | -5.0% | -2.3% | -0.4% |
| 30D | -14.2% | -4.7% | -9.5% | -9.6% |
| 3M | -4.6% | +6.5% | -11.1% | -16.3% |
| 6M | +36.9% | +6.1% | +30.9% | +19.9% |
| YTD | +42.5% | -12.6% | +55.2% | +58.8% |
| 1Y | +45.8% | -15.3% | +61.1% | +70.5% |
| 3Y | +104.7% | +64.6% | +40.0% | -6.4% |
| 5Y | -21.7% | +45.0% | -66.7% | -50.8% |
| All | +76.5% | +407.4% | -330.9% | -69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling