+419.8%
TXN vs NLY
+81.8%
+338.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.0% |
| 7D | +4.0% | -4.0% | +8.0% | +5.4% |
| 30D | -2.9% | -5.2% | +2.4% | -1.1% |
| 3M | -9.1% | +2.8% | -11.9% | -10.1% |
| 6M | +36.6% | +4.2% | +32.4% | +34.2% |
| YTD | +57.5% | +4.7% | +52.8% | +54.3% |
| 1Y | +49.5% | +12.7% | +36.8% | +42.6% |
| 3Y | +76.5% | +62.5% | +14.0% | +48.6% |
| 5Y | +62.4% | +26.3% | +36.1% | +45.7% |
| All | +419.8% | +81.8% | +338.0% | +353.1% |
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