+625.8%
NTAP vs NLY
+81.8%
+544.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +9.0% | +8.7% |
| 7D | +7.4% | -4.0% | +11.4% | +9.0% |
| 30D | -1.4% | -5.2% | +3.9% | +0.5% |
| 3M | +24.6% | +2.8% | +21.7% | +23.1% |
| 6M | +105.9% | +4.2% | +101.7% | +102.0% |
| YTD | +88.5% | +4.7% | +83.9% | +84.6% |
| 1Y | +62.1% | +12.7% | +49.4% | +54.2% |
| 3Y | +169.1% | +62.5% | +106.5% | +122.7% |
| 5Y | +141.9% | +26.3% | +115.5% | +115.8% |
| All | +625.8% | +81.8% | +544.0% | +525.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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