+56.5%
TEL vs NLY
+25.6%
+30.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.0% | +3.8% |
| 7D | +1.6% | -4.0% | +5.6% | +3.6% |
| 30D | -0.7% | -5.2% | +4.6% | +1.9% |
| 3M | +2.4% | +2.8% | -0.4% | +0.9% |
| 6M | +4.1% | +4.2% | -0.1% | +1.9% |
| YTD | -5.8% | +4.7% | -10.5% | -8.2% |
| 1Y | +0.9% | +12.7% | -11.9% | -5.3% |
| 3Y | +72.6% | +62.5% | +10.1% | +35.0% |
| All | +56.5% | +25.6% | +30.9% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling