+62.5%
NLY vs THC
+251.0%
-188.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.6% |
| 6M | +4.2% | +12.4% | -8.2% | +1.9% |
| YTD | +4.7% | +32.7% | -28.0% | -0.4% |
| 1Y | +12.7% | +36.4% | -23.6% | +6.4% |
| 3Y | +62.5% | +259.3% | -196.8% | +19.1% |
| All | +62.5% | +251.0% | -188.5% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling