-1.0%
NCLH vs TFC
+20.8%
-21.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +4.0% |
| 7D | +15.8% | +5.1% | +10.8% | +11.0% |
| 30D | +25.1% | +9.8% | +15.3% | +15.1% |
| 3M | -7.3% | -2.4% | -4.9% | -5.2% |
| 6M | +8.1% | +4.9% | +3.2% | +1.9% |
| YTD | -16.7% | +6.6% | -23.2% | -27.3% |
| 1Y | -1.0% | +21.3% | -22.3% | -32.1% |
| All | -1.0% | +20.8% | -21.8% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling