-12.8%
TNA vs CBRE
-6.8%
-6.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.3% |
| 7D | +3.7% | -1.8% | +5.5% | +4.8% |
| 30D | +4.4% | +3.3% | +1.1% | +3.8% |
| 3M | -26.7% | -12.4% | -14.3% | -22.7% |
| 6M | -12.8% | -5.4% | -7.5% | -9.0% |
| All | -12.8% | -6.8% | -6.0% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling