-56.3%
NCLH vs TAP
-47.7%
-8.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.8% |
| 7D | +1.7% | -6.3% | +8.0% | +5.9% |
| 30D | +17.9% | +2.7% | +15.2% | +15.1% |
| 3M | -4.5% | -3.7% | -0.8% | -3.2% |
| 6M | +12.9% | -2.0% | +14.9% | +12.5% |
| YTD | -19.1% | -12.3% | -6.7% | -14.7% |
| 1Y | -4.6% | -10.1% | +5.4% | -1.4% |
| 3Y | +37.0% | -25.3% | +62.3% | +52.8% |
| 5Y | -29.5% | -1.9% | -27.6% | -39.4% |
| All | -56.3% | -47.7% | -8.6% | -61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling