-58.0%
NCLH vs TECK
+377.7%
-435.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | -4.8% | -3.8% | -1.0% | -3.1% |
| 30D | -21.7% | +0.7% | -22.4% | -22.2% |
| 3M | -22.2% | +4.6% | -26.9% | -25.6% |
| 6M | -27.5% | +25.1% | -52.6% | -36.9% |
| YTD | -33.6% | +39.2% | -72.8% | -46.0% |
| 1Y | -45.0% | +60.3% | -105.3% | -58.9% |
| 3Y | -11.0% | +62.9% | -73.9% | -37.6% |
| 5Y | -39.7% | +181.5% | -221.2% | -71.4% |
| All | -58.0% | +377.7% | -435.6% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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