+25.1%
NLY vs TENB
-35.4%
+60.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | +0.5% |
| 7D | -4.0% | -12.1% | +8.1% | -2.0% |
| 30D | -5.2% | -18.6% | +13.4% | -2.3% |
| 3M | +2.8% | +12.1% | -9.2% | -0.4% |
| 6M | +4.2% | +46.8% | -42.6% | -4.8% |
| YTD | +4.7% | +28.0% | -23.3% | -2.3% |
| 1Y | +12.7% | -1.4% | +14.2% | +10.9% |
| 3Y | +62.5% | -33.9% | +96.5% | +70.0% |
| All | +25.1% | -35.4% | +60.6% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 5y: compounded portfolio wealth divided by compounded TENB 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…
5y analysis · Full analysis span regression · 6 months rolling