+77.9%
NLY vs TSN
-4.9%
+82.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.7% |
| 7D | -4.0% | +3.0% | -7.0% | -4.9% |
| 30D | -5.2% | -4.2% | -1.1% | -4.2% |
| 3M | +2.8% | -3.9% | +6.7% | +3.7% |
| 6M | +4.2% | -9.8% | +14.0% | +6.5% |
| YTD | +4.7% | -7.3% | +11.9% | +5.9% |
| 1Y | +12.7% | -2.2% | +15.0% | +11.9% |
| 3Y | +62.5% | +11.9% | +50.7% | +52.3% |
| 5Y | +26.3% | -16.9% | +43.3% | +28.3% |
| All | +77.9% | -4.9% | +82.8% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling