+0.7%
NLY vs TW
+20.8%
-20.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.9% |
| 7D | +3.5% | +6.0% | -2.5% | +3.7% |
| 30D | +3.6% | +18.6% | -14.9% | +4.2% |
| 3M | -13.6% | +26.5% | -40.2% | -12.8% |
| 6M | -9.1% | +13.1% | -22.2% | -8.7% |
| YTD | -6.1% | +18.5% | -24.6% | -5.4% |
| 1Y | +0.7% | +21.7% | -21.0% | +0.7% |
| All | +0.7% | +20.8% | -20.0% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling