-58.0%
NCLH vs TECH
+189.9%
-247.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -4.8% | -0.4% | -4.4% | -4.6% |
| 30D | -21.7% | 0.0% | -21.6% | -21.7% |
| 3M | -22.2% | +33.7% | -55.9% | -32.4% |
| 6M | -27.5% | +34.9% | -62.4% | -38.6% |
| YTD | -33.6% | +23.2% | -56.8% | -41.8% |
| 1Y | -45.0% | +36.3% | -81.3% | -54.6% |
| 3Y | -11.0% | +2.3% | -13.3% | -21.1% |
| 5Y | -39.7% | -42.9% | +3.2% | -29.1% |
| All | -58.0% | +189.9% | -247.9% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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