+650.1%
TSEM vs NLY
+64.2%
+585.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.9% |
| 7D | -4.9% | -4.0% | -0.9% | -3.1% |
| 30D | -18.7% | -5.2% | -13.5% | -16.9% |
| 3M | -18.1% | +2.8% | -21.0% | -19.6% |
| 6M | +77.1% | +4.2% | +72.9% | +72.6% |
| YTD | +80.1% | +4.7% | +75.5% | +75.0% |
| 1Y | +220.4% | +12.7% | +207.6% | +199.4% |
| 3Y | +650.1% | +62.5% | +587.5% | +496.5% |
| All | +650.1% | +64.2% | +585.9% | +496.5% |
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