+32.7%
TNA vs CBRE
+379.0%
-346.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.6% |
| 7D | +3.7% | -1.8% | +5.5% | +6.6% |
| 30D | +4.4% | +3.3% | +1.1% | -1.2% |
| 3M | -26.7% | -12.4% | -14.3% | -13.9% |
| 6M | -12.8% | -5.4% | -7.5% | -11.5% |
| YTD | +22.7% | -17.2% | +39.9% | +45.7% |
| 1Y | +35.7% | -13.1% | +48.8% | +50.5% |
| 3Y | +134.6% | +81.6% | +53.0% | -9.4% |
| 5Y | -46.0% | +26.4% | -72.4% | -59.4% |
| All | +32.7% | +379.0% | -346.4% | -74.3% |
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