+2,084.0%
TECK vs NLY
+401.1%
+1,682.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -3.8% | -4.0% | +0.1% | -1.9% |
| 30D | +0.7% | -5.2% | +6.0% | +3.4% |
| 3M | +4.6% | +2.8% | +1.8% | +3.2% |
| 6M | +25.1% | +4.2% | +20.9% | +22.9% |
| YTD | +39.2% | +4.7% | +34.5% | +36.5% |
| 1Y | +60.3% | +12.7% | +47.6% | +51.5% |
| 3Y | +62.9% | +62.5% | +0.4% | +29.0% |
| 5Y | +181.5% | +26.3% | +155.1% | +146.1% |
| 10Y | +362.3% | +81.0% | +281.4% | +232.8% |
| All | +2,084.0% | +401.1% | +1,682.8% | +958.4% |
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