+1,242.0%
NLY vs TD
+3,796.7%
-2,554.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | -4.0% | -0.5% | -3.4% | -3.8% |
| 30D | -5.2% | -1.9% | -3.3% | -4.6% |
| 3M | +2.8% | +4.8% | -1.9% | +0.8% |
| 6M | +4.2% | +28.0% | -23.8% | -5.6% |
| YTD | +4.7% | +30.3% | -25.6% | -5.9% |
| 1Y | +12.7% | +59.8% | -47.0% | -6.5% |
| 3Y | +62.5% | +124.7% | -62.1% | +17.4% |
| 5Y | +26.3% | +127.0% | -100.6% | -9.3% |
| 10Y | +81.0% | +303.2% | -222.2% | +5.6% |
| All | +1,242.0% | +3,796.7% | -2,554.7% | +398.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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