-40.1%
NCLH vs TECK
+137.1%
-177.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.7% |
| 7D | -4.6% | +4.9% | -9.5% | -6.2% |
| 30D | -19.9% | +5.2% | -25.1% | -21.4% |
| 3M | -22.0% | +13.8% | -35.8% | -26.3% |
| 6M | -28.3% | +38.5% | -66.8% | -36.8% |
| YTD | -33.5% | +47.3% | -80.8% | -43.0% |
| 1Y | -41.5% | +81.0% | -122.5% | -53.6% |
| 3Y | -8.9% | +79.9% | -88.8% | -29.5% |
| 5Y | -40.5% | +207.9% | -248.3% | -62.7% |
| 10Y | -57.0% | +389.5% | -446.4% | -78.7% |
| All | -40.1% | +137.1% | -177.2% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling