-31.5%
TSLL vs NLY
+13.1%
-44.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -0.1% |
| 7D | -7.3% | -3.6% | -3.7% | -4.4% |
| 30D | +15.8% | -4.9% | +20.7% | +21.0% |
| 3M | -19.5% | +6.2% | -25.7% | -21.3% |
| 6M | -32.1% | +4.5% | -36.5% | -33.1% |
| YTD | -48.9% | +5.1% | -54.0% | -49.0% |
| All | -31.5% | +13.1% | -44.5% | -35.5% |
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 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