+14.0%
TFC vs NLY
+25.6%
-11.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -2.4% | -4.0% | +1.6% | -0.1% |
| 30D | -3.4% | -5.2% | +1.9% | -0.4% |
| 3M | +0.4% | +2.8% | -2.4% | -1.4% |
| 6M | +12.7% | +4.2% | +8.5% | +9.5% |
| YTD | +5.6% | +4.7% | +0.9% | +2.1% |
| 1Y | +16.0% | +12.7% | +3.3% | +7.2% |
| 3Y | +94.0% | +62.5% | +31.4% | +44.4% |
| All | +14.0% | +25.6% | -11.6% | +4.9% |
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