+233.8%
TPR vs NLY
+25.6%
+208.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.7% | +2.5% |
| 7D | -3.0% | -4.0% | +1.0% | -0.8% |
| 30D | -22.6% | -5.2% | -17.4% | -20.4% |
| 3M | -18.2% | +2.8% | -21.0% | -19.8% |
| 6M | -18.0% | +4.2% | -22.2% | -20.1% |
| YTD | -6.4% | +4.7% | -11.1% | -9.2% |
| 1Y | +12.3% | +12.7% | -0.4% | +4.2% |
| 3Y | +298.7% | +62.5% | +236.1% | +200.4% |
| All | +233.8% | +25.6% | +208.2% | +231.9% |
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