-8.6%
TEL vs NLY
+2.3%
-10.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -1.7% |
| 7D | -0.5% | +3.5% | -4.0% | -2.2% |
| 30D | +0.6% | +3.6% | -3.0% | -1.3% |
| 3M | +2.0% | -13.6% | +15.6% | +10.7% |
| 6M | +8.1% | -9.1% | +17.2% | +13.3% |
| YTD | -2.2% | -6.1% | +3.9% | +0.2% |
| 1Y | -8.6% | +0.7% | -9.3% | -10.2% |
| All | -8.6% | +2.3% | -10.9% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling