+2.8%
TLT vs TER
+188.5%
-185.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.4% |
| 7D | -3.1% | +14.4% | -17.5% | -3.1% |
| 30D | +1.0% | -30.6% | +31.6% | +1.1% |
| 3M | -2.7% | -39.2% | +36.5% | -2.6% |
| 6M | -4.1% | -31.3% | +27.1% | -4.2% |
| YTD | -5.4% | +29.1% | -34.4% | -5.2% |
| 1Y | -7.0% | +47.4% | -54.4% | -6.7% |
| 3Y | +2.8% | +191.2% | -188.4% | -1.0% |
| All | +2.8% | +188.5% | -185.7% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling