+245.5%
NLY vs TMF
-69.4%
+314.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | -0.4% | -0.9% | +0.4% | -0.4% |
| 30D | -1.3% | -1.0% | -0.3% | -1.3% |
| 3M | +7.6% | -11.3% | +18.9% | +8.0% |
| 6M | +8.9% | -22.7% | +31.6% | +9.7% |
| YTD | +8.1% | -17.3% | +25.4% | +8.6% |
| 1Y | +15.8% | -22.5% | +38.3% | +16.6% |
| 3Y | +70.2% | -43.2% | +113.4% | +71.5% |
| 5Y | +30.0% | -88.3% | +118.3% | +27.2% |
| 10Y | +86.8% | -86.0% | +172.9% | +81.1% |
| All | +245.5% | -69.4% | +314.9% | +257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling