+280.2%
TSM vs NLY
+25.6%
+254.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +1.0% | -4.0% | +5.0% | +2.9% |
| 30D | +1.0% | -5.2% | +6.2% | +3.4% |
| 3M | +2.9% | +2.8% | +0.1% | +1.4% |
| 6M | +22.8% | +4.2% | +18.6% | +20.4% |
| YTD | +43.3% | +4.7% | +38.6% | +40.2% |
| 1Y | +69.2% | +12.7% | +56.4% | +59.8% |
| 3Y | +404.5% | +62.5% | +342.0% | +305.9% |
| All | +280.2% | +25.6% | +254.6% | +273.1% |
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