+71.9%
TXN vs CBRE
+63.2%
+8.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.6% |
| 7D | +2.7% | -1.7% | +4.3% | +3.1% |
| 30D | -6.7% | -3.0% | -3.8% | -6.3% |
| 3M | -8.9% | +2.6% | -11.5% | -10.6% |
| 6M | +34.7% | +2.0% | +32.7% | +31.4% |
| YTD | +53.3% | -13.1% | +66.4% | +57.4% |
| 1Y | +45.0% | -13.8% | +58.9% | +49.1% |
| All | +71.9% | +63.2% | +8.7% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling