-27.6%
NCLH vs TAP
+30.9%
-58.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -2.4% |
| 7D | +0.2% | +1.3% | -1.0% | -0.6% |
| 30D | +20.8% | +5.7% | +15.1% | +16.4% |
| 3M | -8.1% | -1.9% | -6.2% | -7.9% |
| 6M | +11.8% | +0.9% | +10.9% | +9.7% |
| YTD | -19.5% | -9.5% | -10.0% | -17.1% |
| 1Y | -3.2% | -9.0% | +5.7% | -0.8% |
| 3Y | +37.1% | -22.2% | +59.3% | +48.1% |
| 5Y | -29.9% | +1.2% | -31.2% | -37.6% |
| 10Y | -53.3% | -46.1% | -7.1% | -53.3% |
| All | -27.6% | +30.9% | -58.4% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling