-38.0%
TSLL vs NLY
+64.9%
-102.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | +1.9% |
| 7D | -7.3% | -3.6% | -3.7% | -1.9% |
| 30D | +15.8% | -4.9% | +20.7% | +25.5% |
| 3M | -19.5% | +6.2% | -25.7% | -26.1% |
| 6M | -32.1% | +4.5% | -36.5% | -35.9% |
| YTD | -48.9% | +5.1% | -54.0% | -53.3% |
| 1Y | -23.4% | +13.5% | -36.9% | -39.6% |
| All | -38.0% | +64.9% | -102.9% | -71.2% |
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 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