-45.0%
NCLH vs TECK
+66.9%
-111.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -4.8% | -3.8% | -1.0% | -3.8% |
| 30D | -21.7% | +0.7% | -22.4% | -21.9% |
| 3M | -22.2% | +4.6% | -26.9% | -23.6% |
| 6M | -27.5% | +25.1% | -52.6% | -34.2% |
| YTD | -33.6% | +39.2% | -72.8% | -40.7% |
| 1Y | -45.0% | +60.3% | -105.3% | -52.3% |
| All | -45.0% | +66.9% | -111.9% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling