-20.7%
TLT vs NLY
+81.8%
-102.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -1.6% | -4.0% | +2.4% | -1.4% |
| 30D | -1.1% | -5.2% | +4.1% | -0.8% |
| 3M | -4.9% | +2.8% | -7.7% | -5.0% |
| 6M | -5.0% | +4.2% | -9.2% | -5.2% |
| YTD | -4.4% | +4.7% | -9.0% | -4.6% |
| 1Y | -6.4% | +12.7% | -19.1% | -7.0% |
| 3Y | -2.0% | +62.5% | -64.5% | -4.2% |
| 5Y | -35.0% | +26.3% | -61.3% | -37.2% |
| All | -20.7% | +81.8% | -102.5% | -27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling