-12.5%
TLT vs TER
+1,026.7%
-1,039.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.7% | -12.7% | +0.3% |
| 7D | +0.3% | -5.8% | +6.0% | +0.2% |
| 30D | +5.1% | -38.9% | +44.0% | +4.1% |
| 3M | -0.2% | -35.1% | +34.9% | -0.9% |
| 6M | -2.9% | -31.6% | +28.7% | -3.3% |
| YTD | -2.7% | +27.2% | -29.9% | -1.0% |
| 1Y | -4.6% | +35.2% | -39.8% | -2.7% |
| 3Y | +6.1% | +192.8% | -186.7% | +11.9% |
| 5Y | -35.1% | +72.4% | -107.6% | -33.1% |
| 10Y | -12.5% | +1,001.8% | -1,014.3% | +4.1% |
| All | -12.5% | +1,026.7% | -1,039.2% | +4.1% |
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 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