-16.0%
TEAM vs NLY
+64.2%
-80.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.4% |
| 7D | -5.2% | -4.0% | -1.2% | -2.8% |
| 30D | +15.8% | -5.2% | +21.0% | +19.8% |
| 3M | +101.5% | +2.8% | +98.6% | +98.7% |
| 6M | +138.2% | +4.2% | +134.0% | +131.1% |
| YTD | +10.8% | +4.7% | +6.2% | +6.4% |
| 1Y | +1.7% | +12.7% | -11.1% | -7.7% |
| 3Y | -16.0% | +62.5% | -78.6% | -39.7% |
| All | -16.0% | +64.2% | -80.2% | -39.7% |
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