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  • TER vs TT✓SelectedUSD · TTTER vs TT performance historyLatest closeAs of+5.49%09/04
Stock and ETF performance explorer

TER vs TT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+14,183.4%
TT return
+16,138.6%
Excess return
-1,955.2%
Maximum drawdown
-97.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioTTExcessAlpha
1D+5.5%+0.8%+4.6%+5.0%
7D+0.6%0.0%+0.6%+0.6%
30D-8.3%-7.2%-1.1%-4.1%
3M-12.2%-3.0%-9.2%-9.7%
6M+17.1%+1.4%+15.7%+18.9%
YTD+84.7%+15.9%+68.8%+73.6%
1Y+199.9%+9.4%+190.5%+192.7%
3Y+232.8%+124.4%+108.4%+111.7%
5Y+198.6%+138.0%+60.6%+83.9%
10Y+1,669.7%+886.4%+783.4%+377.0%
All+14,183.4%+16,138.6%-1,955.2%+704.7%

Cumulative growth

Daily Returns

Daily percentage return beside TT.

Daily Out/Under-Performance

Portfolio return minus TT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × TT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded TT 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling