-58.0%
NCLH vs TCOM
-9.8%
-48.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | -4.8% | -4.9% | +0.1% | -2.6% |
| 30D | -21.7% | -14.4% | -7.3% | -16.1% |
| 3M | -22.2% | -17.7% | -4.6% | -16.3% |
| 6M | -27.5% | -25.1% | -2.4% | -18.3% |
| YTD | -33.6% | -45.7% | +12.1% | -14.4% |
| 1Y | -45.0% | -47.9% | +2.9% | -27.8% |
| 3Y | -11.0% | +8.9% | -20.0% | -26.2% |
| 5Y | -39.7% | +26.9% | -66.6% | -59.7% |
| All | -58.0% | -9.8% | -48.2% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling