-46.0%
TSLL vs NLY
+2.3%
-48.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.8% | -10.2% | -8.7% |
| 7D | -9.4% | +3.5% | -12.9% | -11.5% |
| 30D | +1.6% | +3.6% | -2.0% | -1.3% |
| 3M | +29.4% | -13.6% | +43.0% | +48.8% |
| 6M | -20.1% | -9.1% | -11.0% | -10.7% |
| YTD | -44.5% | -6.1% | -38.4% | -37.6% |
| 1Y | -46.0% | +0.7% | -46.7% | -35.6% |
| All | -46.0% | +2.3% | -48.3% | -35.6% |
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 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