-11.4%
TLT vs TER
+1,093.5%
-1,104.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.3% | -8.3% | +0.2% |
| 7D | -1.0% | +5.9% | -6.9% | -0.9% |
| 30D | +4.1% | -30.8% | +34.9% | +3.4% |
| 3M | -0.4% | -29.9% | +29.6% | -0.9% |
| 6M | -3.2% | -27.5% | +24.3% | -3.4% |
| YTD | -3.5% | +37.5% | -41.0% | -1.7% |
| 1Y | -5.8% | +50.3% | -56.1% | -3.7% |
| 3Y | +4.6% | +204.9% | -200.3% | +10.3% |
| 5Y | -34.4% | +89.2% | -123.6% | -32.1% |
| 10Y | -11.4% | +1,077.0% | -1,088.4% | +5.8% |
| All | -11.4% | +1,093.5% | -1,104.9% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling