+371.5%
NLY vs TRI
+509.5%
-138.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.1% |
| 7D | -4.0% | -7.9% | +3.9% | -1.3% |
| 30D | -5.2% | -4.5% | -0.7% | -4.1% |
| 3M | +2.8% | +22.1% | -19.3% | -6.0% |
| 6M | +4.2% | -2.8% | +7.0% | +2.1% |
| YTD | +4.7% | -23.4% | +28.1% | +10.5% |
| 1Y | +12.7% | -41.5% | +54.3% | +32.3% |
| 3Y | +62.5% | -19.2% | +81.8% | +64.2% |
| 5Y | +26.3% | -9.4% | +35.7% | +20.9% |
| 10Y | +81.0% | +195.6% | -114.6% | +6.7% |
| All | +371.5% | +509.5% | -138.0% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling