-40.5%
NCLH vs TFC
+14.8%
-55.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -2.9% |
| 7D | -4.6% | -1.3% | -3.3% | -3.6% |
| 30D | -19.9% | -2.3% | -17.6% | -18.4% |
| 3M | -22.0% | +2.5% | -24.4% | -23.7% |
| 6M | -28.3% | +9.5% | -37.8% | -33.4% |
| YTD | -33.5% | +5.1% | -38.5% | -36.2% |
| 1Y | -41.5% | +15.5% | -56.9% | -47.9% |
| 3Y | -8.9% | +95.2% | -104.1% | -44.2% |
| 5Y | -40.5% | +14.5% | -54.9% | -41.6% |
| All | -40.5% | +14.8% | -55.2% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling