+755.7%
TEAM vs NLY
+121.6%
+634.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -5.2% | -4.0% | -1.2% | -3.8% |
| 30D | +15.8% | -5.2% | +21.0% | +18.1% |
| 3M | +101.5% | +2.8% | +98.6% | +99.7% |
| 6M | +138.2% | +4.2% | +134.0% | +134.1% |
| YTD | +10.8% | +4.7% | +6.2% | +8.5% |
| 1Y | +1.7% | +12.7% | -11.1% | -3.2% |
| 3Y | -16.0% | +62.5% | -78.6% | -29.6% |
| 5Y | -52.7% | +26.3% | -79.0% | -58.3% |
| 10Y | +509.6% | +81.0% | +428.6% | +389.9% |
| All | +755.7% | +121.6% | +634.1% | +523.0% |
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 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