-41.4%
NCLH vs TECK
+180.1%
-221.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -4.8% | -3.8% | -1.0% | -3.4% |
| 30D | -21.7% | +0.7% | -22.4% | -22.1% |
| 3M | -22.2% | +4.6% | -26.9% | -24.9% |
| 6M | -27.5% | +25.1% | -52.6% | -35.3% |
| YTD | -33.6% | +39.2% | -72.8% | -43.9% |
| 1Y | -45.0% | +60.3% | -105.3% | -56.7% |
| 3Y | -11.0% | +62.9% | -73.9% | -33.5% |
| All | -41.4% | +180.1% | -221.6% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling