-79.9%
TTD vs NLY
+25.6%
-105.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.0% |
| 7D | -0.6% | -4.0% | +3.4% | +2.2% |
| 30D | +6.3% | -5.2% | +11.5% | +10.4% |
| 3M | -24.1% | +2.8% | -27.0% | -25.9% |
| 6M | -47.4% | +4.2% | -51.6% | -49.4% |
| YTD | -62.2% | +4.7% | -66.9% | -64.0% |
| 1Y | -68.3% | +12.7% | -81.0% | -71.5% |
| 3Y | -83.4% | +62.5% | -146.0% | -89.0% |
| All | -79.9% | +25.6% | -105.4% | -80.8% |
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