+39.6%
NLY vs TW
+206.7%
-167.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -4.0% | -4.5% | +0.5% | -3.0% |
| 30D | -5.2% | -2.3% | -3.0% | -4.8% |
| 3M | +2.8% | +2.6% | +0.2% | +1.7% |
| 6M | +4.2% | -17.5% | +21.7% | +8.4% |
| YTD | +4.7% | -5.3% | +10.0% | +4.7% |
| 1Y | +12.7% | -14.8% | +27.5% | +15.8% |
| 3Y | +62.5% | +18.8% | +43.7% | +48.5% |
| 5Y | +26.3% | +20.7% | +5.6% | +11.4% |
| All | +39.6% | +206.7% | -167.1% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling