+62.5%
NLY vs TRI
-18.9%
+81.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -4.0% | -7.9% | +3.9% | -3.2% |
| 30D | -5.2% | -4.5% | -0.7% | -4.9% |
| 3M | +2.8% | +22.1% | -19.3% | 0.0% |
| 6M | +4.2% | -2.8% | +7.0% | +4.4% |
| YTD | +4.7% | -23.4% | +28.1% | +11.1% |
| 1Y | +12.7% | -41.5% | +54.3% | +29.7% |
| 3Y | +62.5% | -19.2% | +81.8% | +48.1% |
| All | +62.5% | -18.9% | +81.5% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling