-21.3%
TOST vs NLY
+12.5%
-33.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.8% |
| 7D | -5.4% | -4.0% | -1.4% | -3.8% |
| 30D | -5.7% | -5.2% | -0.5% | -3.6% |
| 3M | +30.1% | +2.8% | +27.3% | +28.6% |
| 6M | +11.9% | +4.2% | +7.7% | +9.3% |
| YTD | -9.5% | +4.7% | -14.2% | -13.4% |
| 1Y | -21.3% | +12.7% | -34.0% | -29.8% |
| All | -21.3% | +12.5% | -33.8% | -29.8% |
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