+65.1%
TNA vs NLY
+20.9%
+44.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -0.1% | -1.0% | +0.9% | +1.2% |
| 30D | -4.9% | +0.6% | -5.5% | -5.6% |
| 3M | +0.4% | +10.8% | -10.5% | -12.1% |
| 6M | +32.5% | +6.2% | +26.3% | +22.2% |
| YTD | +53.7% | +9.0% | +44.7% | +37.9% |
| 1Y | +65.1% | +19.3% | +45.8% | +34.1% |
| All | +65.1% | +20.9% | +44.2% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling