-7.1%
NCLH vs TEM
+60.7%
-67.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | -0.3% | +3.2% | -3.5% | -0.8% |
| 30D | -20.1% | +23.5% | -43.6% | -23.6% |
| 3M | -17.0% | +32.3% | -49.3% | -22.2% |
| 6M | -23.2% | +23.0% | -46.3% | -27.6% |
| YTD | -31.0% | +8.9% | -39.9% | -33.9% |
| 1Y | -37.3% | -19.9% | -17.4% | -37.2% |
| All | -7.1% | +60.7% | -67.8% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling