+96.8%
TEVA vs NLY
+20.9%
+75.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.2% | -1.0% | +0.8% | +0.2% |
| 30D | +4.7% | +0.6% | +4.1% | +4.5% |
| 3M | +5.6% | +10.8% | -5.2% | +1.4% |
| 6M | +10.5% | +6.2% | +4.3% | +6.3% |
| YTD | +16.5% | +9.0% | +7.5% | +10.6% |
| 1Y | +96.8% | +19.3% | +77.4% | +83.0% |
| All | +96.8% | +20.9% | +75.9% | +83.0% |
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