+1,297.6%
TNA vs CBRE
+3,155.4%
-1,857.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | +2.3% |
| 7D | +4.1% | -1.5% | +5.6% | +5.3% |
| 30D | -7.6% | -4.0% | -3.6% | -4.8% |
| 3M | +8.1% | +8.0% | +0.1% | -1.8% |
| 6M | +49.0% | +4.0% | +45.0% | +40.6% |
| YTD | +51.7% | -11.5% | +63.2% | +64.3% |
| 1Y | +59.6% | -13.0% | +72.6% | +76.7% |
| 3Y | +118.9% | +66.9% | +52.0% | +41.5% |
| 5Y | -19.2% | +45.0% | -64.2% | -32.0% |
| 10Y | +77.2% | +385.0% | -307.8% | -29.1% |
| All | +1,297.6% | +3,155.4% | -1,857.7% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling