+45.0%
CBRE vs TD
+123.5%
-78.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.2% |
| 7D | -1.5% | +0.9% | -2.4% | -2.1% |
| 30D | -4.0% | -0.7% | -3.3% | -3.8% |
| 3M | +8.0% | +6.3% | +1.7% | +2.9% |
| 6M | +4.0% | +27.9% | -24.0% | -13.6% |
| YTD | -11.5% | +29.8% | -41.3% | -27.2% |
| 1Y | -13.0% | +63.7% | -76.7% | -39.6% |
| 3Y | +66.9% | +128.3% | -61.4% | -11.5% |
| 5Y | +45.0% | +125.5% | -80.5% | -21.8% |
| All | +45.0% | +123.5% | -78.5% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling