-58.0%
NCLH vs TD
+306.3%
-364.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.7% |
| 7D | -4.8% | -0.5% | -4.3% | -4.1% |
| 30D | -21.7% | -1.9% | -19.8% | -19.7% |
| 3M | -22.2% | +4.8% | -27.0% | -28.1% |
| 6M | -27.5% | +28.0% | -55.5% | -49.4% |
| YTD | -33.6% | +30.3% | -63.9% | -54.9% |
| 1Y | -45.0% | +59.8% | -104.8% | -72.3% |
| 3Y | -11.0% | +124.7% | -135.7% | -74.0% |
| 5Y | -39.7% | +127.0% | -166.7% | -82.9% |
| All | -58.0% | +306.3% | -364.3% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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