-10.9%
NCLH vs TFC
+91.9%
-102.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -2.8% |
| 7D | -4.6% | -1.3% | -3.3% | -3.5% |
| 30D | -19.9% | -2.3% | -17.6% | -18.2% |
| 3M | -22.0% | +2.5% | -24.4% | -24.1% |
| 6M | -28.3% | +9.5% | -37.8% | -34.2% |
| YTD | -33.5% | +5.1% | -38.5% | -36.8% |
| 1Y | -41.5% | +15.5% | -56.9% | -49.0% |
| All | -10.9% | +91.9% | -102.7% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling