+2,176.2%
TRGP vs NLY
+110.9%
+2,065.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +0.1% | -4.0% | +4.1% | +2.6% |
| 30D | +8.0% | -5.2% | +13.3% | +11.5% |
| 3M | +8.3% | +2.8% | +5.4% | +5.7% |
| 6M | +23.9% | +4.2% | +19.7% | +18.8% |
| YTD | +59.6% | +4.7% | +55.0% | +52.1% |
| 1Y | +79.4% | +12.7% | +66.7% | +62.8% |
| 3Y | +269.4% | +62.5% | +206.9% | +158.5% |
| 5Y | +641.6% | +26.3% | +615.3% | +499.7% |
| 10Y | +845.2% | +81.0% | +764.3% | +589.9% |
| All | +2,176.2% | +110.9% | +2,065.3% | +1,441.6% |
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 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