-11.0%
NCLH vs TDG
+52.1%
-63.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.9% |
| 7D | -4.8% | -1.9% | -2.9% | -3.6% |
| 30D | -21.7% | -7.7% | -14.0% | -17.3% |
| 3M | -22.2% | -9.3% | -12.9% | -17.2% |
| 6M | -27.5% | -9.4% | -18.2% | -22.7% |
| YTD | -33.6% | -14.3% | -19.4% | -27.1% |
| 1Y | -45.0% | -11.8% | -33.2% | -40.7% |
| 3Y | -11.0% | +52.0% | -63.0% | -19.5% |
| All | -11.0% | +52.1% | -63.2% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling