-10.3%
NCLH vs TEM
+53.2%
-63.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.7% | +1.2% | -2.7% |
| 7D | -4.6% | -1.1% | -3.6% | -4.5% |
| 30D | -19.9% | +11.3% | -31.2% | -22.1% |
| 3M | -22.0% | +25.5% | -47.5% | -26.2% |
| 6M | -28.3% | +17.1% | -45.4% | -31.8% |
| YTD | -33.5% | +3.8% | -37.2% | -35.7% |
| 1Y | -41.5% | -24.4% | -17.1% | -40.9% |
| All | -10.3% | +53.2% | -63.5% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling