-1.4%
TLT vs TER
+203.7%
-205.2%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.3% | +0.1% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | -0.6% | -8.3% | +7.7% | -0.6% |
| 3M | -2.7% | -12.2% | +9.5% | -2.8% |
| 6M | -5.6% | +17.0% | -22.7% | -5.5% |
| YTD | -2.8% | +84.6% | -87.4% | -1.2% |
| 1Y | -1.4% | +199.8% | -201.2% | +3.1% |
| All | -1.4% | +203.7% | -205.2% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 1y: compounded portfolio wealth divided by compounded TER 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…
1y analysis · Full analysis span regression · 6 months rolling