+58.5%
NLY vs TXG
+27.0%
+31.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.9% |
| 7D | -4.0% | +9.5% | -13.5% | -5.2% |
| 30D | -5.2% | +18.8% | -24.0% | -7.7% |
| 3M | +2.8% | +136.1% | -133.3% | -9.9% |
| 6M | +4.2% | +235.2% | -231.0% | -14.0% |
| YTD | +4.7% | +320.5% | -315.9% | -17.0% |
| 1Y | +12.7% | +425.2% | -412.4% | -14.6% |
| 3Y | +62.5% | +42.9% | +19.7% | +43.1% |
| 5Y | +26.3% | -62.8% | +89.1% | +24.3% |
| All | +58.5% | +27.0% | +31.5% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling