+127.2%
TLT vs NLY
+373.3%
-246.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.2% |
| 7D | -1.6% | -3.6% | +2.1% | -1.6% |
| 30D | -1.3% | -4.9% | +3.6% | -1.4% |
| 3M | -3.7% | +6.2% | -9.9% | -3.7% |
| 6M | -6.4% | +4.5% | -10.8% | -6.3% |
| YTD | -4.5% | +5.1% | -9.6% | -4.4% |
| 1Y | -5.9% | +13.5% | -19.4% | -5.8% |
| 3Y | -2.8% | +65.6% | -68.4% | -2.4% |
| 5Y | -35.1% | +26.9% | -62.0% | -35.3% |
| 10Y | -20.7% | +81.8% | -102.5% | -19.4% |
| All | +127.2% | +373.3% | -246.1% | +148.8% |
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