+46.6%
TEM vs NLY
+48.2%
-1.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +1.1% |
| 7D | -8.7% | -4.0% | -4.7% | -3.2% |
| 30D | +8.1% | -5.2% | +13.3% | +16.6% |
| 3M | +19.0% | +2.8% | +16.2% | +14.5% |
| 6M | +12.0% | +4.2% | +7.8% | +5.7% |
| YTD | -0.1% | +4.7% | -4.7% | -7.1% |
| 1Y | -33.5% | +12.7% | -46.3% | -45.6% |
| All | +46.6% | +48.2% | -1.6% | -22.7% |
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 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