+328.6%
TMO vs NLY
+81.8%
+246.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.6% | -4.0% | +3.3% | +0.4% |
| 30D | +1.1% | -5.2% | +6.4% | +2.6% |
| 3M | +28.3% | +2.8% | +25.5% | +27.3% |
| 6M | +23.3% | +4.2% | +19.1% | +21.9% |
| YTD | +5.5% | +4.7% | +0.8% | +4.1% |
| 1Y | +24.5% | +12.7% | +11.8% | +20.5% |
| 3Y | +19.6% | +62.5% | -43.0% | +5.6% |
| 5Y | +8.1% | +26.3% | -18.2% | -1.5% |
| All | +328.6% | +81.8% | +246.8% | +290.8% |
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 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