-37.9%
NCLH vs TECH
+363.4%
-401.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | -20.1% | +0.1% | -20.2% | -20.1% |
| 3M | -17.0% | +37.5% | -54.5% | -28.2% |
| 6M | -23.2% | +34.6% | -57.8% | -34.4% |
| YTD | -31.0% | +23.5% | -54.5% | -39.3% |
| 1Y | -37.3% | +34.4% | -71.7% | -47.5% |
| 3Y | -5.6% | +2.3% | -7.9% | -15.6% |
| 5Y | -37.0% | -41.7% | +4.7% | -27.7% |
| 10Y | -55.3% | +177.6% | -232.9% | -74.1% |
| All | -37.9% | +363.4% | -401.3% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling