+2,066.9%
CBRE vs TD
+1,621.9%
+445.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | -2.8% | +0.6% | -3.4% | -3.4% |
| 30D | +2.2% | +5.0% | -2.7% | -3.0% |
| 3M | -10.1% | +1.1% | -11.2% | -11.6% |
| 6M | -8.0% | +16.5% | -24.4% | -23.3% |
| YTD | -17.6% | +34.3% | -51.8% | -41.6% |
| 1Y | -14.7% | +52.9% | -67.6% | -47.8% |
| 3Y | +80.4% | +132.2% | -51.9% | -33.5% |
| 5Y | +25.9% | +101.9% | -76.0% | -46.9% |
| 10Y | +379.5% | +302.0% | +77.5% | -17.3% |
| All | +2,066.9% | +1,621.9% | +445.0% | +22.4% |
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