+400.7%
TXN vs CBRE
+398.3%
+2.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.6% |
| 7D | +2.0% | -7.2% | +9.2% | +5.0% |
| 30D | -8.0% | -6.4% | -1.5% | -5.9% |
| 3M | -7.8% | +2.9% | -10.7% | -10.0% |
| 6M | +32.4% | +2.5% | +29.9% | +28.4% |
| YTD | +51.7% | -14.2% | +65.9% | +56.9% |
| 1Y | +44.3% | -15.1% | +59.4% | +49.7% |
| 3Y | +71.3% | +61.9% | +9.4% | +30.8% |
| 5Y | +56.4% | +42.4% | +14.0% | +23.8% |
| All | +400.7% | +398.3% | +2.3% | +151.0% |
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 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