+19.3%
NLY vs TXG
+372.5%
-353.2%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -1.0% | +1.8% | -2.8% | -1.1% |
| 30D | +0.6% | +32.0% | -31.4% | -1.6% |
| 3M | +10.8% | +87.0% | -76.2% | +5.5% |
| 6M | +6.2% | +180.1% | -173.8% | -2.1% |
| YTD | +9.0% | +284.1% | -275.1% | -0.9% |
| 1Y | +19.3% | +361.7% | -342.4% | +6.8% |
| All | +19.3% | +372.5% | -353.2% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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