+77.9%
NLY vs TCOM
-9.8%
+87.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -4.0% | -4.9% | +0.9% | -3.4% |
| 30D | -5.2% | -14.4% | +9.2% | -3.5% |
| 3M | +2.8% | -17.7% | +20.5% | +5.0% |
| 6M | +4.2% | -25.1% | +29.3% | +7.7% |
| YTD | +4.7% | -45.7% | +50.4% | +12.1% |
| 1Y | +12.7% | -47.9% | +60.6% | +21.3% |
| 3Y | +62.5% | +8.9% | +53.6% | +55.0% |
| 5Y | +26.3% | +26.9% | -0.5% | +13.5% |
| All | +77.9% | -9.8% | +87.7% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling