-48.9%
TOST vs NLY
+23.7%
-72.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | +0.7% |
| 7D | -5.9% | -3.6% | -2.2% | -2.9% |
| 30D | -8.4% | -4.9% | -3.5% | -4.5% |
| 3M | +31.4% | +6.2% | +25.2% | +24.6% |
| 6M | +10.5% | +4.5% | +6.0% | +5.6% |
| YTD | -10.1% | +5.1% | -15.2% | -15.3% |
| 1Y | -19.9% | +13.5% | -33.5% | -29.8% |
| 3Y | +53.3% | +65.6% | -12.3% | -5.2% |
| All | -48.9% | +23.7% | -72.6% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling