+12,926.4%
TDG vs NLY
+456.2%
+12,470.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.4% |
| 7D | -1.9% | -4.0% | +2.1% | -0.2% |
| 30D | -7.7% | -5.2% | -2.5% | -5.6% |
| 3M | -9.3% | +2.8% | -12.2% | -10.5% |
| 6M | -9.4% | +4.2% | -13.6% | -11.0% |
| YTD | -14.3% | +4.7% | -18.9% | -16.2% |
| 1Y | -11.8% | +12.7% | -24.6% | -16.6% |
| 3Y | +52.0% | +62.5% | -10.6% | +21.0% |
| 5Y | +128.8% | +26.3% | +102.5% | +99.6% |
| 10Y | +543.8% | +81.0% | +462.9% | +384.4% |
| All | +12,926.4% | +456.2% | +12,470.1% | +6,547.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling