+32.8%
TNA vs NLY
+0.8%
+32.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.8% | +0.6% | -0.3% |
| 7D | +2.4% | +3.5% | -1.1% | -1.8% |
| 30D | -0.9% | +3.6% | -4.5% | -5.2% |
| 3M | -19.2% | -13.6% | -5.6% | -2.0% |
| 6M | -0.8% | -9.1% | +8.3% | +12.3% |
| YTD | +33.2% | -6.1% | +39.3% | +42.3% |
| All | +32.8% | +0.8% | +32.0% | +26.8% |
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 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