+10.7%
TTMI vs NLY
+2.3%
+8.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.8% | -13.9% | -9.9% |
| 7D | -19.2% | +3.5% | -22.7% | -19.0% |
| 30D | -44.9% | +3.6% | -48.5% | -44.7% |
| 3M | -44.7% | -13.6% | -31.1% | -40.6% |
| 6M | -53.4% | -9.1% | -44.3% | -51.6% |
| YTD | +6.3% | -6.1% | +12.4% | +7.9% |
| 1Y | +10.7% | +0.7% | +10.0% | +12.2% |
| All | +10.7% | +2.3% | +8.4% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling