+47.5%
TMUS vs NLY
+25.6%
+21.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +0.4% | -4.0% | +4.4% | +1.2% |
| 30D | +3.5% | -5.2% | +8.8% | +4.5% |
| 3M | -1.3% | +2.8% | -4.1% | -1.8% |
| 6M | -13.6% | +4.2% | -17.8% | -14.5% |
| YTD | -8.8% | +4.7% | -13.4% | -9.9% |
| 1Y | -22.9% | +12.7% | -35.6% | -25.1% |
| 3Y | +36.7% | +62.5% | -25.8% | +21.3% |
| All | +47.5% | +25.6% | +21.9% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling