-7.5%
T vs NLY
+12.5%
-20.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.0% |
| 7D | +1.5% | -4.0% | +5.5% | +1.3% |
| 30D | +7.5% | -5.2% | +12.7% | +7.2% |
| 3M | +14.8% | +2.8% | +12.0% | +15.1% |
| 6M | -1.7% | +4.2% | -5.9% | -1.4% |
| YTD | +8.7% | +4.7% | +4.0% | +6.6% |
| 1Y | -7.5% | +12.7% | -20.2% | -11.3% |
| All | -7.5% | +12.5% | -20.0% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling