+131.2%
TLT vs TER
+2,416.7%
-2,285.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | +0.5% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | -0.6% | -8.3% | +7.7% | -1.0% |
| 3M | -2.7% | -12.2% | +9.5% | -2.9% |
| 6M | -5.6% | +17.1% | -22.7% | -3.5% |
| YTD | -2.8% | +84.7% | -87.5% | +3.0% |
| 1Y | -1.4% | +199.9% | -201.4% | +8.6% |
| 3Y | -1.6% | +232.8% | -234.3% | +10.9% |
| 5Y | -33.8% | +198.6% | -232.4% | -25.1% |
| 10Y | -21.1% | +1,669.7% | -1,690.9% | +10.0% |
| All | +131.2% | +2,416.7% | -2,285.5% | +281.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling