+1,248.1%
NLY vs TSN
+258.6%
+989.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.0% |
| 7D | -3.6% | +1.4% | -5.0% | -3.9% |
| 30D | -4.9% | -6.2% | +1.2% | -3.7% |
| 3M | +6.2% | -5.7% | +11.9% | +7.3% |
| 6M | +4.5% | -11.4% | +15.9% | +6.6% |
| YTD | +5.1% | -8.2% | +13.3% | +6.4% |
| 1Y | +13.5% | -2.0% | +15.5% | +13.0% |
| 3Y | +65.6% | +11.9% | +53.7% | +59.0% |
| 5Y | +26.9% | -17.8% | +44.7% | +29.1% |
| 10Y | +81.8% | -5.7% | +87.5% | +75.0% |
| All | +1,248.1% | +258.6% | +989.5% | +739.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling