-5.6%
NCLH vs TAP
-31.5%
+25.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.2% |
| 7D | -0.3% | -2.3% | +2.1% | +0.3% |
| 30D | -20.1% | -9.4% | -10.7% | -18.1% |
| 3M | -17.0% | -0.8% | -16.2% | -16.8% |
| 6M | -23.2% | -14.7% | -8.5% | -20.5% |
| YTD | -31.0% | -13.9% | -17.1% | -29.1% |
| 1Y | -37.3% | -18.6% | -18.6% | -34.6% |
| 3Y | -5.6% | -32.0% | +26.4% | +0.6% |
| All | -5.6% | -31.5% | +25.9% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling