-39.2%
NCLH vs TAP
-14.5%
-24.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -6.5% | -2.3% | -4.2% | -6.1% |
| 30D | -23.3% | -2.1% | -21.2% | -22.9% |
| 3M | -18.6% | +6.6% | -25.2% | -18.9% |
| 6M | -26.2% | -11.5% | -14.7% | -25.4% |
| YTD | -30.2% | -10.3% | -20.0% | -30.1% |
| 1Y | -39.2% | -14.4% | -24.8% | -39.5% |
| All | -39.2% | -14.5% | -24.7% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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