+129.5%
TLT vs TER
+1,773.5%
-1,644.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.3% | -8.3% | +0.6% |
| 7D | -1.0% | +5.9% | -6.9% | -0.5% |
| 30D | +4.1% | -30.8% | +34.9% | +2.0% |
| 3M | -0.4% | -29.9% | +29.6% | -2.1% |
| 6M | -3.2% | -27.5% | +24.3% | -4.0% |
| YTD | -3.5% | +37.5% | -41.0% | +0.7% |
| 1Y | -5.8% | +50.3% | -56.1% | -1.0% |
| 3Y | +4.6% | +204.9% | -200.3% | +18.1% |
| 5Y | -34.4% | +89.2% | -123.6% | -27.9% |
| 10Y | -11.4% | +1,077.0% | -1,088.4% | +20.4% |
| All | +129.5% | +1,773.5% | -1,644.0% | +273.2% |
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