+1,124.0%
TTMI vs NLY
+81.8%
+1,042.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.8% | +3.6% |
| 7D | +0.7% | -4.0% | +4.7% | +2.5% |
| 30D | -8.4% | -5.2% | -3.2% | -6.4% |
| 3M | -32.5% | +2.8% | -35.3% | -33.8% |
| 6M | +32.5% | +4.2% | +28.3% | +29.5% |
| YTD | +83.2% | +4.7% | +78.6% | +78.6% |
| 1Y | +161.7% | +12.7% | +148.9% | +146.2% |
| 3Y | +890.1% | +62.5% | +827.6% | +695.9% |
| 5Y | +832.4% | +26.3% | +806.1% | +712.1% |
| All | +1,124.0% | +81.8% | +1,042.2% | +1,036.2% |
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 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