+62.5%
NLY vs TRMB
+12.4%
+50.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -4.0% | -3.0% | -0.9% | -3.3% |
| 30D | -5.2% | +2.3% | -7.6% | -5.8% |
| 3M | +2.8% | +15.3% | -12.5% | -1.0% |
| 6M | +4.2% | -14.7% | +18.9% | +7.9% |
| YTD | +4.7% | -26.4% | +31.1% | +12.2% |
| 1Y | +12.7% | -30.4% | +43.1% | +22.4% |
| 3Y | +62.5% | +13.5% | +49.0% | +51.8% |
| All | +62.5% | +12.4% | +50.1% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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