-24.1%
TE vs NLY
+64.2%
-88.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +1.2% |
| 7D | +0.2% | -4.0% | +4.2% | +5.4% |
| 30D | -5.9% | -5.2% | -0.7% | +0.5% |
| 3M | -45.6% | +2.8% | -48.4% | -48.0% |
| 6M | -43.4% | +4.2% | -47.6% | -46.6% |
| YTD | -31.0% | +4.7% | -35.7% | -35.5% |
| 1Y | +145.2% | +12.7% | +132.5% | +108.8% |
| 3Y | -24.1% | +62.5% | -86.6% | -64.0% |
| All | -24.1% | +64.2% | -88.2% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling