-4.8%
TLT vs TER
+16.5%
-21.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | +0.1% | -20.5% | +20.6% | +0.3% |
| 30D | +6.2% | -47.0% | +53.2% | +7.0% |
| 3M | +0.1% | -43.3% | +43.3% | +0.6% |
| 6M | -3.0% | -42.9% | +39.9% | -2.9% |
| YTD | -2.7% | +12.9% | -15.6% | -4.9% |
| 1Y | -4.8% | +18.2% | -23.0% | -7.1% |
| All | -4.8% | +16.5% | -21.3% | -7.1% |
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