+9,184.8%
TJX vs NLY
+1,197.0%
+7,987.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -4.6% | -4.0% | -0.6% | -3.5% |
| 30D | -17.2% | -5.2% | -11.9% | -16.0% |
| 3M | -24.9% | +2.8% | -27.7% | -25.6% |
| 6M | -19.7% | +4.2% | -23.9% | -20.7% |
| YTD | -17.2% | +4.7% | -21.9% | -18.5% |
| 1Y | -9.4% | +12.7% | -22.2% | -12.7% |
| 3Y | +43.1% | +62.5% | -19.5% | +23.7% |
| 5Y | +96.7% | +26.3% | +70.4% | +79.5% |
| 10Y | +287.7% | +81.0% | +206.8% | +213.9% |
| All | +9,184.8% | +1,197.0% | +7,987.7% | +6,875.7% |
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