This page provides daily data of term premium term structure (from one year to 10 years) for the US, UK, and Japan. The data are estimated based on the methodology developed in Ye, Xiaoxia. "A New Approach to Measuring Market Expectations and Term Premia." The Journal of Fixed Income 24, no. 4 (2015): 22-46.
Currently, the data (click here to download) cover the period from July 1986 to Jul 2022. All the data are in percentage.