-41.4%
NCLH vs TDG
+126.1%
-167.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.6% |
| 7D | -4.8% | -1.9% | -2.9% | -3.1% |
| 30D | -21.7% | -7.7% | -14.0% | -15.7% |
| 3M | -22.2% | -9.3% | -12.9% | -15.3% |
| 6M | -27.5% | -9.4% | -18.2% | -20.9% |
| YTD | -33.6% | -14.3% | -19.4% | -24.4% |
| 1Y | -45.0% | -11.8% | -33.2% | -39.2% |
| 3Y | -11.0% | +52.0% | -63.0% | -48.7% |
| All | -41.4% | +126.1% | -167.5% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling