-58.0%
NCLH vs TEL
+316.2%
-374.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | -2.1% |
| 7D | -4.8% | +1.6% | -6.4% | -6.5% |
| 30D | -21.7% | -0.7% | -21.0% | -21.6% |
| 3M | -22.2% | +2.4% | -24.7% | -25.5% |
| 6M | -27.5% | +4.1% | -31.7% | -32.7% |
| YTD | -33.6% | -5.8% | -27.8% | -32.2% |
| 1Y | -45.0% | +0.9% | -45.9% | -49.0% |
| 3Y | -11.0% | +72.6% | -83.6% | -57.4% |
| 5Y | -39.7% | +57.5% | -97.3% | -67.2% |
| All | -58.0% | +316.2% | -374.1% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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