-39.2%
NCLH vs TDG
-9.4%
-29.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | -6.5% | -2.0% | -4.5% | -4.9% |
| 30D | -23.3% | -7.4% | -15.9% | -18.6% |
| 3M | -18.6% | -5.4% | -13.2% | -15.3% |
| 6M | -26.2% | -11.6% | -14.6% | -20.5% |
| YTD | -30.2% | -12.6% | -17.6% | -24.9% |
| 1Y | -39.2% | -9.3% | -29.8% | -35.5% |
| All | -39.2% | -9.4% | -29.7% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling