+1.1%
TEL vs NLY
+20.9%
-19.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +3.0% | -1.0% | +4.0% | +3.5% |
| 30D | -3.9% | +0.6% | -4.5% | -4.3% |
| 3M | -5.1% | +10.8% | -15.9% | -10.3% |
| 6M | +0.6% | +6.2% | -5.6% | -3.7% |
| YTD | -7.3% | +9.0% | -16.3% | -11.5% |
| 1Y | +1.1% | +19.3% | -18.2% | -5.4% |
| All | +1.1% | +20.9% | -19.7% | -5.4% |
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 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