-45.0%
NCLH vs TAP
-17.5%
-27.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | -4.8% | -3.9% | -0.9% | -4.1% |
| 30D | -21.7% | -5.3% | -16.4% | -20.8% |
| 3M | -22.2% | -3.8% | -18.5% | -21.5% |
| 6M | -27.5% | -11.4% | -16.2% | -26.5% |
| YTD | -33.6% | -13.7% | -19.9% | -33.0% |
| 1Y | -45.0% | -17.2% | -27.8% | -45.6% |
| All | -45.0% | -17.5% | -27.5% | -45.6% |
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