+1,742.7%
TGT vs NLY
+1,197.0%
+545.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -5.2% | -4.0% | -1.2% | -4.1% |
| 30D | +1.2% | -5.2% | +6.4% | +2.8% |
| 3M | +18.4% | +2.8% | +15.6% | +17.4% |
| 6M | +33.4% | +4.2% | +29.2% | +31.6% |
| YTD | +63.8% | +4.7% | +59.1% | +61.2% |
| 1Y | +77.2% | +12.7% | +64.4% | +70.6% |
| 3Y | +41.8% | +62.5% | -20.8% | +22.8% |
| 5Y | -25.5% | +26.3% | -51.9% | -31.7% |
| 10Y | +204.9% | +81.0% | +123.9% | +142.3% |
| All | +1,742.7% | +1,197.0% | +545.7% | +1,126.5% |
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