+62.5%
NLY vs TLN
+471.2%
-408.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -4.0% | -1.3% | -2.6% | -3.9% |
| 30D | -5.2% | -14.3% | +9.1% | -4.2% |
| 3M | +2.8% | -9.3% | +12.1% | +3.2% |
| 6M | +4.2% | -1.1% | +5.3% | +3.7% |
| YTD | +4.7% | -16.6% | +21.2% | +5.1% |
| 1Y | +12.7% | -22.0% | +34.7% | +13.5% |
| 3Y | +62.5% | +470.2% | -407.6% | +30.5% |
| All | +62.5% | +471.2% | -408.7% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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