+1,248.1%
NLY vs TXT
+229.1%
+1,019.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -4.9% | -10.2% | +5.3% | -2.5% |
| 3M | +6.2% | -13.3% | +19.5% | +9.6% |
| 6M | +4.5% | -14.4% | +18.8% | +8.0% |
| YTD | +5.1% | -9.1% | +14.3% | +6.9% |
| 1Y | +13.5% | -2.2% | +15.7% | +13.3% |
| 3Y | +65.6% | +5.1% | +60.5% | +61.2% |
| 5Y | +26.9% | +12.8% | +14.1% | +20.6% |
| 10Y | +81.8% | +101.4% | -19.7% | +46.0% |
| All | +1,248.1% | +229.1% | +1,019.0% | +712.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling