+77.9%
NLY vs TRI
+196.2%
-118.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | -4.0% | -7.9% | +3.9% | -1.8% |
| 30D | -5.2% | -4.5% | -0.7% | -4.3% |
| 3M | +2.8% | +22.1% | -19.3% | -4.8% |
| 6M | +4.2% | -2.8% | +7.0% | +2.9% |
| YTD | +4.7% | -23.4% | +28.1% | +12.3% |
| 1Y | +12.7% | -41.5% | +54.3% | +35.7% |
| 3Y | +62.5% | -19.2% | +81.8% | +63.5% |
| 5Y | +26.3% | -9.4% | +35.7% | +18.3% |
| All | +77.9% | +196.2% | -118.3% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling