+317.5%
TMUS vs NLY
+81.8%
+235.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +0.4% | -4.0% | +4.4% | +1.3% |
| 30D | +3.5% | -5.2% | +8.8% | +4.7% |
| 3M | -1.3% | +2.8% | -4.1% | -1.9% |
| 6M | -13.6% | +4.2% | -17.8% | -14.6% |
| YTD | -8.8% | +4.7% | -13.4% | -10.0% |
| 1Y | -22.9% | +12.7% | -35.6% | -25.2% |
| 3Y | +36.7% | +62.5% | -25.8% | +21.2% |
| 5Y | +46.6% | +26.3% | +20.3% | +36.0% |
| All | +317.5% | +81.8% | +235.7% | +292.7% |
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 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