+58.2%
NLY vs TSLQ
-97.2%
+155.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.5% |
| 7D | -4.0% | -6.6% | +2.6% | -4.4% |
| 30D | -5.2% | -24.3% | +19.1% | -6.8% |
| 3M | +2.8% | -3.6% | +6.4% | +3.7% |
| 6M | +4.2% | -12.0% | +16.2% | +5.2% |
| YTD | +4.7% | +1.4% | +3.3% | +7.0% |
| 1Y | +12.7% | -43.6% | +56.3% | +11.3% |
| 3Y | +62.5% | -95.4% | +157.9% | +48.4% |
| All | +58.2% | -97.2% | +155.5% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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