+383.7%
CBRE vs TD
+303.5%
+80.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.9% |
| 7D | -7.2% | -2.6% | -4.7% | -5.2% |
| 30D | -6.4% | -1.0% | -5.4% | -5.9% |
| 3M | +2.9% | +5.6% | -2.7% | -2.3% |
| 6M | +2.5% | +27.1% | -24.6% | -16.7% |
| YTD | -14.2% | +29.4% | -43.6% | -31.3% |
| 1Y | -15.1% | +60.7% | -75.8% | -43.4% |
| 3Y | +61.9% | +127.6% | -65.7% | -21.3% |
| 5Y | +42.4% | +125.4% | -83.0% | -30.8% |
| All | +383.7% | +303.5% | +80.2% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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