+433.9%
BTSG vs NLY
+55.8%
+378.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.7% |
| 7D | -3.3% | -4.0% | +0.7% | -1.3% |
| 30D | -1.6% | -5.2% | +3.6% | +1.0% |
| 3M | -6.9% | +2.8% | -9.7% | -8.0% |
| 6M | +42.1% | +4.2% | +37.9% | +39.4% |
| YTD | +56.8% | +4.7% | +52.2% | +52.9% |
| 1Y | +109.8% | +12.7% | +97.1% | +97.6% |
| All | +433.9% | +55.8% | +378.1% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling