-22.5%
TNA vs CBRE
+39.8%
-62.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -1.3% |
| 7D | -7.6% | -7.2% | -0.4% | +2.6% |
| 30D | -13.6% | -6.4% | -7.2% | -6.6% |
| 3M | +2.8% | +2.9% | -0.1% | -5.7% |
| 6M | +34.5% | +2.5% | +32.0% | +23.2% |
| YTD | +41.0% | -14.2% | +55.2% | +61.5% |
| 1Y | +52.0% | -15.1% | +67.2% | +77.5% |
| 3Y | +103.5% | +61.9% | +41.6% | -15.9% |
| 5Y | -22.5% | +42.4% | -64.9% | -57.9% |
| All | -22.5% | +39.8% | -62.3% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling