+399.9%
TFC vs NLY
+1,202.9%
-803.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.6% |
| 7D | -2.5% | -3.6% | +1.2% | -0.8% |
| 30D | -2.8% | -4.9% | +2.1% | -0.6% |
| 3M | +2.1% | +6.2% | -4.0% | -0.9% |
| 6M | +10.1% | +4.5% | +5.6% | +7.5% |
| YTD | +5.4% | +5.1% | +0.3% | +2.5% |
| 1Y | +16.3% | +13.5% | +2.8% | +9.0% |
| 3Y | +95.9% | +65.6% | +30.3% | +53.6% |
| 5Y | +16.0% | +26.9% | -10.9% | +1.2% |
| 10Y | +97.9% | +81.8% | +16.1% | +44.3% |
| All | +399.9% | +1,202.9% | -803.0% | +128.8% |
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