-40.1%
NCLH vs TEL
+583.2%
-623.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.4% | -3.4% |
| 7D | -4.6% | +1.2% | -5.8% | -5.9% |
| 30D | -19.9% | -4.1% | -15.8% | -17.1% |
| 3M | -22.0% | -2.6% | -19.4% | -20.9% |
| 6M | -28.3% | 0.0% | -28.3% | -30.0% |
| YTD | -33.5% | -9.1% | -24.4% | -29.4% |
| 1Y | -41.5% | -0.8% | -40.6% | -44.0% |
| 3Y | -8.9% | +67.4% | -76.3% | -50.7% |
| 5Y | -40.5% | +51.8% | -92.2% | -63.3% |
| 10Y | -57.0% | +299.4% | -356.4% | -87.9% |
| All | -40.1% | +583.2% | -623.3% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling