+87.9%
TRGP vs NLY
+2.3%
+85.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.8% | -8.4% | -3.7% |
| 7D | -6.5% | +3.5% | -10.0% | -5.6% |
| 30D | -0.4% | +3.6% | -4.0% | +0.5% |
| 3M | +8.8% | -13.6% | +22.4% | +6.7% |
| 6M | +11.0% | -9.1% | +20.1% | +9.7% |
| YTD | +57.4% | -6.1% | +63.4% | +53.7% |
| 1Y | +87.9% | +0.7% | +87.1% | +73.4% |
| All | +87.9% | +2.3% | +85.6% | +73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling