+298.7%
TPR vs NLY
+64.2%
+234.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.7% | +2.5% |
| 7D | -3.0% | -4.0% | +1.0% | -0.7% |
| 30D | -22.6% | -5.2% | -17.4% | -20.3% |
| 3M | -18.2% | +2.8% | -21.0% | -19.9% |
| 6M | -18.0% | +4.2% | -22.2% | -20.2% |
| YTD | -6.4% | +4.7% | -11.1% | -9.5% |
| 1Y | +12.3% | +12.7% | -0.4% | +3.7% |
| 3Y | +298.7% | +62.5% | +236.1% | +201.6% |
| All | +298.7% | +64.2% | +234.5% | +201.6% |
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