-40.5%
NCLH vs TAP
-0.5%
-39.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.1% |
| 7D | -4.6% | -5.1% | +0.5% | -2.6% |
| 30D | -19.9% | -8.4% | -11.5% | -17.1% |
| 3M | -22.0% | -3.9% | -18.0% | -20.8% |
| 6M | -28.3% | -14.4% | -13.9% | -24.1% |
| YTD | -33.5% | -14.7% | -18.7% | -30.0% |
| 1Y | -41.5% | -18.7% | -22.8% | -37.3% |
| 3Y | -8.9% | -32.6% | +23.7% | +4.5% |
| 5Y | -40.5% | -1.4% | -39.0% | -49.8% |
| All | -40.5% | -0.5% | -39.9% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling