-58.0%
NCLH vs TDY
+479.2%
-537.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.5% |
| 7D | -4.8% | -1.1% | -3.7% | -3.7% |
| 30D | -21.7% | -12.0% | -9.6% | -11.3% |
| 3M | -22.2% | -3.2% | -19.0% | -20.6% |
| 6M | -27.5% | -7.9% | -19.7% | -22.3% |
| YTD | -33.6% | +18.2% | -51.8% | -45.7% |
| 1Y | -45.0% | +6.7% | -51.6% | -50.2% |
| 3Y | -11.0% | +47.5% | -58.6% | -43.1% |
| 5Y | -39.7% | +39.5% | -79.2% | -59.0% |
| All | -58.0% | +479.2% | -537.2% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling