+77.9%
NLY vs THC
+1,022.1%
-944.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -4.0% | -0.5% | -3.5% | -3.9% |
| 30D | -5.2% | -1.2% | -4.1% | -5.1% |
| 3M | +2.8% | +52.3% | -49.4% | -6.0% |
| 6M | +4.2% | +12.4% | -8.2% | +0.9% |
| YTD | +4.7% | +32.7% | -28.0% | -2.4% |
| 1Y | +12.7% | +36.4% | -23.6% | +4.1% |
| 3Y | +62.5% | +259.3% | -196.8% | +19.2% |
| 5Y | +26.3% | +262.7% | -236.3% | -11.3% |
| All | +77.9% | +1,022.1% | -944.2% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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