+80.5%
TSEM vs NLY
+2.3%
+78.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.8% | -12.6% | -9.0% |
| 7D | -23.1% | +3.5% | -26.6% | -23.3% |
| 30D | -40.4% | +3.6% | -44.0% | -40.3% |
| 3M | -37.9% | -13.6% | -24.3% | -34.2% |
| 6M | -30.8% | -9.1% | -21.7% | -27.8% |
| YTD | +26.7% | -6.1% | +32.8% | +32.3% |
| 1Y | +80.5% | +0.7% | +79.8% | +92.2% |
| All | +80.5% | +2.3% | +78.2% | +92.2% |
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