+77.9%
NLY vs TXT
+107.7%
-29.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.4% |
| 7D | -4.0% | +2.5% | -6.5% | -4.9% |
| 30D | -5.2% | -8.9% | +3.6% | -1.8% |
| 3M | +2.8% | -13.6% | +16.4% | +8.4% |
| 6M | +4.2% | -13.1% | +17.3% | +9.3% |
| YTD | +4.7% | -7.0% | +11.7% | +6.4% |
| 1Y | +12.7% | -1.4% | +14.1% | +11.6% |
| 3Y | +62.5% | +7.0% | +55.6% | +52.3% |
| 5Y | +26.3% | +15.4% | +10.9% | +12.4% |
| All | +77.9% | +107.7% | -29.8% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling