+4,209.7%
TTWO vs NLY
+1,197.0%
+3,012.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.4% | -4.0% | +4.4% | +1.3% |
| 30D | -11.3% | -5.2% | -6.1% | -10.2% |
| 3M | +1.6% | +2.8% | -1.2% | +0.9% |
| 6M | +2.1% | +4.2% | -2.1% | +0.9% |
| YTD | -15.8% | +4.7% | -20.5% | -17.0% |
| 1Y | -12.6% | +12.7% | -25.3% | -15.4% |
| 3Y | +48.2% | +62.5% | -14.3% | +30.5% |
| 5Y | +40.0% | +26.3% | +13.6% | +28.9% |
| 10Y | +404.1% | +81.0% | +323.2% | +304.9% |
| All | +4,209.7% | +1,197.0% | +3,012.6% | +2,635.9% |
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