+12.7%
NLY vs TXG
+453.6%
-440.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.7% |
| 7D | -4.0% | +9.5% | -13.5% | -4.6% |
| 30D | -5.2% | +18.8% | -24.0% | -6.5% |
| 3M | +2.8% | +136.1% | -133.3% | -3.6% |
| 6M | +4.2% | +235.2% | -231.0% | -4.8% |
| YTD | +4.7% | +320.5% | -315.9% | -5.3% |
| 1Y | +12.7% | +425.2% | -412.4% | +0.1% |
| All | +12.7% | +453.6% | -440.8% | +0.1% |
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