+689.7%
TWLO vs NLY
+82.1%
+607.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | -2.4% | -4.0% | +1.6% | -0.9% |
| 30D | -7.8% | -5.2% | -2.6% | -5.9% |
| 3M | +10.0% | +2.8% | +7.2% | +8.8% |
| 6M | +79.5% | +4.2% | +75.3% | +75.9% |
| YTD | +59.8% | +4.7% | +55.2% | +56.0% |
| 1Y | +121.7% | +12.7% | +108.9% | +110.2% |
| 3Y | +240.8% | +62.5% | +178.3% | +180.8% |
| 5Y | -33.6% | +26.3% | -59.9% | -41.5% |
| 10Y | +306.0% | +81.0% | +225.0% | +252.1% |
| All | +689.7% | +82.1% | +607.5% | +518.5% |
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