-12.5%
NCLH vs TCOM
+7.1%
-19.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | -6.5% | -6.5% | 0.0% | -5.1% |
| 30D | -22.1% | -16.2% | -5.9% | -19.1% |
| 3M | -18.7% | -19.3% | +0.6% | -15.2% |
| 6M | -28.4% | -27.2% | -1.2% | -23.3% |
| YTD | -34.7% | -46.2% | +11.5% | -25.9% |
| 1Y | -42.7% | -46.6% | +3.9% | -34.9% |
| All | -12.5% | +7.1% | -19.7% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling