+69.5%
T vs NLY
+25.6%
+43.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +1.5% | -4.0% | +5.5% | +2.3% |
| 30D | +7.5% | -5.2% | +12.7% | +8.6% |
| 3M | +14.8% | +2.8% | +12.0% | +14.0% |
| 6M | -1.7% | +4.2% | -5.9% | -2.9% |
| YTD | +8.7% | +4.7% | +4.0% | +7.0% |
| 1Y | -7.5% | +12.7% | -20.2% | -10.5% |
| 3Y | +110.2% | +62.5% | +47.7% | +84.2% |
| All | +69.5% | +25.6% | +43.9% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling