+91.2%
TXN vs CBRE
-13.6%
+104.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -2.8% |
| 7D | +9.5% | -1.8% | +11.2% | +9.5% |
| 30D | +8.7% | +3.3% | +5.4% | +9.1% |
| 3M | +11.6% | -12.4% | +23.9% | +11.3% |
| 6M | +0.1% | -5.4% | +5.5% | +0.5% |
| YTD | +78.8% | -17.2% | +96.0% | +75.5% |
| 1Y | +91.2% | -13.1% | +104.3% | +82.1% |
| All | +91.2% | -13.6% | +104.8% | +82.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling