-41.2%
NCLH vs TDG
+1,651.5%
-1,692.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -6.5% | -2.7% | -3.9% | -4.3% |
| 30D | -22.1% | -9.3% | -12.8% | -15.3% |
| 3M | -18.7% | -7.1% | -11.6% | -13.6% |
| 6M | -28.4% | -11.2% | -17.3% | -20.8% |
| YTD | -34.7% | -15.3% | -19.5% | -25.3% |
| 1Y | -42.7% | -12.5% | -30.2% | -36.5% |
| 3Y | -10.6% | +51.2% | -61.8% | -41.1% |
| 5Y | -40.7% | +126.1% | -166.9% | -71.6% |
| 10Y | -57.8% | +536.2% | -594.0% | -86.5% |
| All | -41.2% | +1,651.5% | -1,692.7% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling