+66.9%
CBRE vs TD
+128.4%
-61.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.3% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | -4.0% | -0.7% | -3.3% | -3.8% |
| 3M | +8.0% | +6.3% | +1.7% | +3.8% |
| 6M | +4.0% | +27.9% | -24.0% | -10.7% |
| YTD | -11.5% | +29.8% | -41.3% | -24.5% |
| 1Y | -13.0% | +63.7% | -76.7% | -35.1% |
| 3Y | +66.9% | +128.3% | -61.4% | -0.9% |
| All | +66.9% | +128.4% | -61.5% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling