-53.1%
TSLL vs NLY
+45.0%
-98.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | +0.7% |
| 7D | -7.3% | -3.6% | -3.7% | -3.4% |
| 30D | +15.8% | -4.9% | +20.7% | +22.9% |
| 3M | -19.5% | +6.2% | -25.7% | -24.2% |
| 6M | -32.1% | +4.5% | -36.5% | -34.6% |
| YTD | -48.9% | +5.1% | -54.0% | -51.7% |
| 1Y | -23.4% | +13.5% | -36.9% | -34.4% |
| 3Y | -28.6% | +65.6% | -94.2% | -54.9% |
| All | -53.1% | +45.0% | -98.2% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling