+62.5%
NLY vs TKO
+102.7%
-40.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -4.0% | +2.3% | -6.3% | -4.4% |
| 30D | -5.2% | -2.5% | -2.8% | -4.9% |
| 3M | +2.8% | -10.6% | +13.4% | +4.5% |
| 6M | +4.2% | -5.1% | +9.3% | +4.7% |
| YTD | +4.7% | -8.2% | +12.9% | +5.6% |
| 1Y | +12.7% | -4.4% | +17.2% | +12.8% |
| 3Y | +62.5% | +100.4% | -37.8% | +44.0% |
| All | +62.5% | +102.7% | -40.1% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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