-0.6%
NLY vs TXG
+336.9%
-337.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.0% | +13.6% | +0.3% |
| 7D | +2.1% | -28.8% | +30.9% | +3.8% |
| 30D | +2.3% | -28.0% | +30.4% | +3.9% |
| 3M | -13.7% | +22.3% | -36.0% | -16.2% |
| 6M | -9.6% | +163.8% | -173.4% | -17.4% |
| YTD | -6.5% | +256.0% | -262.4% | -15.7% |
| 1Y | -0.6% | +330.4% | -331.0% | -10.5% |
| All | -0.6% | +336.9% | -337.5% | -10.5% |
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