-0.6%
NLY vs TPG
-8.6%
+8.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.8% | +6.4% | +0.9% |
| 7D | +2.1% | -2.5% | +4.6% | +2.5% |
| 30D | +2.3% | +3.9% | -1.6% | +1.4% |
| 3M | -13.7% | -1.4% | -12.3% | -13.7% |
| 6M | -9.6% | +5.0% | -14.6% | -11.0% |
| YTD | -6.5% | -24.0% | +17.6% | -4.4% |
| 1Y | -0.6% | -8.3% | +7.7% | -1.3% |
| All | -0.6% | -8.6% | +8.0% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling