+1,411.1%
NLY vs TDY
+7,056.0%
-5,645.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -4.0% | -1.1% | -2.9% | -3.8% |
| 30D | -5.2% | -12.0% | +6.8% | -2.7% |
| 3M | +2.8% | -3.2% | +6.0% | +3.4% |
| 6M | +4.2% | -7.9% | +12.1% | +5.7% |
| YTD | +4.7% | +18.2% | -13.6% | +0.6% |
| 1Y | +12.7% | +6.7% | +6.1% | +10.6% |
| 3Y | +62.5% | +47.5% | +15.0% | +48.4% |
| 5Y | +26.3% | +39.5% | -13.2% | +16.3% |
| 10Y | +81.0% | +477.2% | -396.2% | +30.3% |
| All | +1,411.1% | +7,056.0% | -5,645.0% | +660.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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