-11.0%
NCLH vs TD
+127.3%
-138.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.1% |
| 7D | -4.8% | -0.5% | -4.3% | -4.3% |
| 30D | -21.7% | -1.9% | -19.8% | -20.4% |
| 3M | -22.2% | +4.8% | -27.0% | -25.8% |
| 6M | -27.5% | +28.0% | -55.5% | -42.0% |
| YTD | -33.6% | +30.3% | -63.9% | -47.6% |
| 1Y | -45.0% | +59.8% | -104.8% | -63.2% |
| 3Y | -11.0% | +124.7% | -135.7% | -54.4% |
| All | -11.0% | +127.3% | -138.4% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling