+19.3%
NLY vs TRI
-38.3%
+57.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.4% | +0.1% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | +0.6% | +7.9% | -7.3% | +0.4% |
| 3M | +10.8% | +24.1% | -13.2% | +10.4% |
| 6M | +6.2% | +3.8% | +2.4% | +6.1% |
| YTD | +9.0% | -16.9% | +25.9% | +10.9% |
| 1Y | +19.3% | -38.4% | +57.7% | +22.9% |
| All | +19.3% | -38.3% | +57.6% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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