+117.9%
BTSG vs NLY
+2.3%
+115.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -1.5% |
| 7D | +17.4% | +3.5% | +13.9% | +15.6% |
| 30D | +12.6% | +3.6% | +9.0% | +10.7% |
| 3M | +11.2% | -13.6% | +24.8% | +20.8% |
| 6M | +30.4% | -9.1% | +39.5% | +38.0% |
| YTD | +86.4% | -6.1% | +92.4% | +88.1% |
| 1Y | +117.9% | +0.7% | +117.2% | +105.4% |
| All | +117.9% | +2.3% | +115.6% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling