-2.4%
TJX vs NLY
+0.3%
-2.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.8% | -4.1% |
| 7D | -2.0% | +2.1% | -4.0% | -2.6% |
| 30D | +1.1% | +2.3% | -1.2% | +0.4% |
| 3M | -13.1% | -13.7% | +0.6% | -9.5% |
| 6M | -10.0% | -9.6% | -0.4% | -7.8% |
| YTD | -8.9% | -6.5% | -2.5% | -9.3% |
| 1Y | -2.4% | -0.6% | -1.8% | -5.6% |
| All | -2.4% | +0.3% | -2.7% | -5.6% |
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