+1,248.1%
NLY vs TRMB
+1,563.6%
-315.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.6% |
| 7D | -3.6% | -5.4% | +1.8% | -2.8% |
| 30D | -4.9% | -2.0% | -3.0% | -4.7% |
| 3M | +6.2% | +12.3% | -6.1% | +4.2% |
| 6M | +4.5% | -17.6% | +22.1% | +7.2% |
| YTD | +5.1% | -27.5% | +32.6% | +9.8% |
| 1Y | +13.5% | -29.1% | +42.6% | +18.7% |
| 3Y | +65.6% | +11.5% | +54.1% | +60.6% |
| 5Y | +26.9% | -39.5% | +66.4% | +33.1% |
| 10Y | +81.8% | +118.6% | -36.8% | +59.7% |
| All | +1,248.1% | +1,563.6% | -315.5% | +812.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling