+49.8%
TOST vs NLY
+64.9%
-15.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | +0.4% |
| 7D | -5.9% | -3.6% | -2.2% | -3.2% |
| 30D | -8.4% | -4.9% | -3.5% | -5.0% |
| 3M | +31.4% | +6.2% | +25.2% | +25.4% |
| 6M | +10.5% | +4.5% | +6.0% | +6.2% |
| YTD | -10.1% | +5.1% | -15.2% | -14.9% |
| 1Y | -19.9% | +13.5% | -33.5% | -29.2% |
| All | +49.8% | +64.9% | -15.1% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling