-48.6%
TOST vs NLY
+23.1%
-71.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +1.0% |
| 7D | -5.4% | -4.0% | -1.4% | -2.1% |
| 30D | -5.7% | -5.2% | -0.5% | -1.4% |
| 3M | +30.1% | +2.8% | +27.3% | +26.8% |
| 6M | +11.9% | +4.2% | +7.7% | +7.2% |
| YTD | -9.5% | +4.7% | -14.2% | -14.5% |
| 1Y | -21.3% | +12.7% | -34.0% | -30.5% |
| 3Y | +50.7% | +62.5% | -11.9% | -5.3% |
| All | -48.6% | +23.1% | -71.8% | -46.7% |
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