+26.9%
NLY vs TMF
-88.5%
+115.4%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -2.1% |
| 7D | -3.6% | -4.8% | +1.1% | -2.9% |
| 30D | -4.9% | -4.9% | 0.0% | -4.2% |
| 3M | +6.2% | -13.4% | +19.6% | +8.6% |
| 6M | +4.5% | -23.0% | +27.5% | +8.8% |
| YTD | +5.1% | -20.2% | +25.3% | +8.8% |
| 1Y | +13.5% | -26.5% | +40.0% | +18.7% |
| 3Y | +65.6% | -45.2% | +110.8% | +75.7% |
| 5Y | +26.9% | -88.4% | +115.3% | +31.6% |
| All | +26.9% | -88.5% | +115.4% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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