+130.4%
TLT vs TER
+1,438.2%
-1,307.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | +0.2% |
| 7D | +0.1% | -20.5% | +20.6% | -1.2% |
| 30D | +6.2% | -47.0% | +53.2% | +2.3% |
| 3M | -0.3% | -43.3% | +42.9% | -3.4% |
| 6M | -3.4% | -42.9% | +39.6% | -5.7% |
| YTD | -3.1% | +12.9% | -16.0% | -0.2% |
| 1Y | -5.2% | +18.2% | -23.4% | -1.9% |
| 3Y | +6.5% | +151.8% | -145.3% | +18.7% |
| 5Y | -34.7% | +54.2% | -88.9% | -29.2% |
| 10Y | -17.6% | +908.2% | -925.8% | +11.0% |
| All | +130.4% | +1,438.2% | -1,307.8% | +269.9% |
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