+1,285.5%
NLY vs TAP
+275.5%
+1,010.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.4% | -5.1% | +4.6% | +0.7% |
| 30D | -1.3% | -8.4% | +7.1% | +0.5% |
| 3M | +7.6% | -3.9% | +11.6% | +8.3% |
| 6M | +8.9% | -14.4% | +23.3% | +12.2% |
| YTD | +8.1% | -14.7% | +22.8% | +11.2% |
| 1Y | +15.8% | -18.7% | +34.4% | +20.1% |
| 3Y | +70.2% | -32.6% | +102.8% | +82.7% |
| 5Y | +30.0% | -1.4% | +31.4% | +27.4% |
| 10Y | +86.8% | -50.4% | +137.2% | +99.6% |
| All | +1,285.5% | +275.5% | +1,010.0% | +1,048.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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