-37.2%
NCLH vs TAP
+29.8%
-67.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | 0.0% |
| 7D | -6.5% | -2.3% | -4.2% | -5.2% |
| 30D | -23.3% | -2.1% | -21.2% | -22.5% |
| 3M | -18.6% | +6.6% | -25.2% | -21.9% |
| 6M | -26.2% | -11.5% | -14.7% | -21.8% |
| YTD | -30.2% | -10.3% | -20.0% | -27.3% |
| 1Y | -39.2% | -14.4% | -24.8% | -35.2% |
| 3Y | -5.1% | -28.3% | +23.2% | +8.4% |
| 5Y | -36.8% | +1.7% | -38.5% | -43.6% |
| 10Y | -56.3% | -49.2% | -7.1% | -55.3% |
| All | -37.2% | +29.8% | -67.0% | -43.6% |
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 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