-41.4%
NCLH vs TCOM
+29.4%
-70.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -4.8% | -4.9% | +0.1% | -3.3% |
| 30D | -21.7% | -14.4% | -7.3% | -17.8% |
| 3M | -22.2% | -17.7% | -4.6% | -18.0% |
| 6M | -27.5% | -25.1% | -2.4% | -21.1% |
| YTD | -33.6% | -45.7% | +12.1% | -20.6% |
| 1Y | -45.0% | -47.9% | +2.9% | -33.4% |
| 3Y | -11.0% | +8.9% | -20.0% | -21.0% |
| All | -41.4% | +29.4% | -70.8% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling