+125.5%
NLY vs TRU
+228.8%
-103.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.8% |
| 7D | -4.0% | -2.7% | -1.3% | -3.1% |
| 30D | -5.2% | -2.0% | -3.2% | -4.8% |
| 3M | +2.8% | +18.4% | -15.6% | -3.6% |
| 6M | +4.2% | +8.9% | -4.7% | 0.0% |
| YTD | +4.7% | -8.9% | +13.6% | +5.7% |
| 1Y | +12.7% | -15.9% | +28.6% | +16.4% |
| 3Y | +62.5% | -1.1% | +63.6% | +50.0% |
| 5Y | +26.3% | -35.2% | +61.5% | +31.9% |
| 10Y | +81.0% | +145.3% | -64.3% | +40.3% |
| All | +125.5% | +228.8% | -103.2% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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