+376.4%
TTD vs NLY
+78.6%
+297.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.9% |
| 7D | -0.6% | -4.0% | +3.4% | +1.5% |
| 30D | +6.3% | -5.2% | +11.5% | +9.4% |
| 3M | -24.1% | +2.8% | -27.0% | -25.4% |
| 6M | -47.4% | +4.2% | -51.6% | -48.9% |
| YTD | -62.2% | +4.7% | -66.9% | -63.5% |
| 1Y | -68.3% | +12.7% | -81.0% | -70.6% |
| 3Y | -83.4% | +62.5% | -146.0% | -87.4% |
| 5Y | -80.3% | +26.3% | -106.6% | -83.2% |
| All | +376.4% | +78.6% | +297.8% | +277.3% |
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