-16.6%
TLT vs TER
+897.7%
-914.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | +0.1% | -20.5% | +20.6% | -0.4% |
| 30D | +6.2% | -47.0% | +53.2% | +4.9% |
| 3M | +0.1% | -43.3% | +43.3% | -1.0% |
| 6M | -3.0% | -42.9% | +39.9% | -3.7% |
| YTD | -2.7% | +12.9% | -15.6% | -1.3% |
| 1Y | -4.8% | +18.2% | -23.0% | -3.3% |
| 3Y | +6.9% | +151.8% | -144.9% | +12.3% |
| 5Y | -34.5% | +54.2% | -88.7% | -32.5% |
| All | -16.6% | +897.7% | -914.3% | -1.3% |
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