-46.7%
TOST vs NLY
+27.8%
-74.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -0.9% | +0.4% | -1.3% | -1.3% |
| 30D | -3.5% | -1.4% | -2.1% | -2.4% |
| 3M | +38.1% | +12.0% | +26.1% | +25.1% |
| 6M | +9.9% | +8.3% | +1.6% | +1.8% |
| YTD | -6.3% | +8.6% | -14.8% | -14.1% |
| 1Y | -18.3% | +16.9% | -35.2% | -30.1% |
| 3Y | +59.7% | +71.0% | -11.3% | -3.9% |
| All | -46.7% | +27.8% | -74.5% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling