-6.4%
TSLL vs NLY
+56.9%
-63.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -4.4% |
| 7D | +17.8% | -5.9% | +23.7% | +27.9% |
| 30D | +8.2% | -2.8% | +11.1% | +10.2% |
| 3M | +20.9% | -21.6% | +42.5% | +73.4% |
| 6M | -37.5% | -14.5% | -23.0% | -21.8% |
| YTD | -44.5% | -12.4% | -32.1% | -34.8% |
| 1Y | -33.0% | -7.3% | -25.7% | -29.6% |
| 3Y | -6.4% | +54.8% | -61.2% | -50.2% |
| All | -6.4% | +56.9% | -63.3% | -50.2% |
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