+62.5%
NLY vs TCOM
+8.0%
+54.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | -4.0% | -4.9% | +0.9% | -3.7% |
| 30D | -5.2% | -14.4% | +9.2% | -4.2% |
| 3M | +2.8% | -17.7% | +20.5% | +4.1% |
| 6M | +4.2% | -25.1% | +29.3% | +6.2% |
| YTD | +4.7% | -45.7% | +50.4% | +8.9% |
| 1Y | +12.7% | -47.9% | +60.6% | +17.6% |
| 3Y | +62.5% | +8.9% | +53.6% | +69.2% |
| All | +62.5% | +8.0% | +54.5% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling