-24.1%
NCLH vs TAP
+27.2%
-51.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +1.2% | -8.0% | +9.2% | +5.9% |
| 30D | +22.6% | +4.1% | +18.5% | +19.3% |
| 3M | +0.6% | -4.4% | +5.0% | +2.3% |
| 6M | +13.5% | -1.9% | +15.5% | +13.2% |
| YTD | -15.7% | -12.1% | -3.6% | -11.7% |
| 1Y | 0.0% | -12.0% | +12.0% | +4.5% |
| 3Y | +42.8% | -25.0% | +67.8% | +57.6% |
| 5Y | -28.4% | -1.1% | -27.4% | -35.5% |
| 10Y | -51.0% | -47.6% | -3.4% | -50.3% |
| All | -24.1% | +27.2% | -51.3% | -31.5% |
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