+364.1%
TTD vs NLY
+79.4%
+284.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +2.1% |
| 7D | -7.4% | -3.6% | -3.8% | -5.6% |
| 30D | +3.0% | -4.9% | +8.0% | +5.8% |
| 3M | -27.6% | +6.2% | -33.8% | -30.0% |
| 6M | -49.5% | +4.5% | -54.0% | -50.9% |
| YTD | -63.2% | +5.1% | -68.3% | -64.5% |
| 1Y | -69.7% | +13.5% | -83.2% | -72.0% |
| 3Y | -83.3% | +65.6% | -148.9% | -87.5% |
| 5Y | -80.8% | +26.9% | -107.7% | -83.6% |
| All | +364.1% | +79.4% | +284.7% | +266.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling