+25.1%
NLY vs TYL
-29.1%
+54.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -4.0% | -7.5% | +3.5% | -2.0% |
| 30D | -5.2% | +6.0% | -11.2% | -6.9% |
| 3M | +2.8% | +13.9% | -11.1% | -1.4% |
| 6M | +4.2% | -3.3% | +7.5% | +4.1% |
| YTD | +4.7% | -25.8% | +30.5% | +12.8% |
| 1Y | +12.7% | -39.2% | +52.0% | +29.8% |
| 3Y | +62.5% | -13.2% | +75.7% | +59.8% |
| All | +25.1% | -29.1% | +54.2% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 5y: compounded portfolio wealth divided by compounded TYL 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…
5y analysis · Full analysis span regression · 6 months rolling