+917.7%
TT vs NLY
+81.8%
+835.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -1.2% | -4.0% | +2.8% | +0.4% |
| 30D | -7.3% | -5.2% | -2.1% | -5.4% |
| 3M | -3.6% | +2.8% | -6.4% | -4.8% |
| 6M | +2.8% | +4.2% | -1.4% | +1.0% |
| YTD | +14.5% | +4.7% | +9.8% | +12.1% |
| 1Y | +7.4% | +12.7% | -5.3% | +1.9% |
| 3Y | +116.2% | +62.5% | +53.7% | +76.3% |
| 5Y | +147.4% | +26.3% | +121.0% | +118.2% |
| All | +917.7% | +81.8% | +835.9% | +738.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling