-52.7%
TSLL vs NLY
+44.4%
-97.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.5% |
| 7D | +6.1% | -4.0% | +10.1% | +11.1% |
| 30D | +20.6% | -5.2% | +25.9% | +28.5% |
| 3M | -25.4% | +2.8% | -28.2% | -27.3% |
| 6M | -34.2% | +4.2% | -38.4% | -36.5% |
| YTD | -48.4% | +4.7% | -53.1% | -51.0% |
| 1Y | -30.8% | +12.7% | -43.6% | -40.3% |
| 3Y | -37.4% | +62.5% | -100.0% | -59.9% |
| All | -52.7% | +44.4% | -97.1% | -61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling