-10.5%
NCLH vs TEM
+47.5%
-58.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.6% |
| 7D | -4.8% | -8.7% | +3.9% | -3.4% |
| 30D | -21.7% | +8.1% | -29.7% | -23.4% |
| 3M | -22.2% | +19.0% | -41.2% | -25.7% |
| 6M | -27.5% | +12.0% | -39.5% | -30.5% |
| YTD | -33.6% | -0.1% | -33.5% | -35.4% |
| 1Y | -45.0% | -33.5% | -11.5% | -43.2% |
| All | -10.5% | +47.5% | -58.0% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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