+2,317.2%
CBRE vs TD
+1,580.0%
+737.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.9% |
| 7D | -2.0% | +0.3% | -2.3% | -2.3% |
| 30D | -2.2% | +0.4% | -2.6% | -3.0% |
| 3M | +12.9% | +7.6% | +5.3% | +3.0% |
| 6M | +4.3% | +25.0% | -20.7% | -19.9% |
| YTD | -8.0% | +31.0% | -39.1% | -33.0% |
| 1Y | -8.6% | +65.2% | -73.7% | -48.8% |
| 3Y | +71.9% | +122.5% | -50.6% | -33.7% |
| 5Y | +50.0% | +124.8% | -74.8% | -44.5% |
| 10Y | +390.1% | +298.2% | +91.8% | -14.8% |
| All | +2,317.2% | +1,580.0% | +737.2% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling