-49.1%
TSLL vs NLY
+20.8%
-70.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -4.2% |
| 7D | +17.8% | -5.9% | +23.7% | +25.2% |
| 30D | +8.2% | -2.8% | +11.1% | +10.0% |
| 3M | +20.9% | -21.6% | +42.5% | +56.5% |
| 6M | -37.5% | -14.5% | -23.0% | -26.3% |
| YTD | -44.5% | -12.4% | -32.1% | -36.8% |
| 1Y | -33.0% | -7.3% | -25.7% | -28.8% |
| 3Y | -6.4% | +54.8% | -61.2% | -34.7% |
| All | -49.1% | +20.8% | -70.0% | -49.7% |
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