-27.6%
NCLH vs TFC
+170.3%
-197.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.6% |
| 7D | +0.2% | +2.3% | -2.0% | -1.8% |
| 30D | +20.8% | +10.8% | +10.0% | +10.4% |
| 3M | -8.1% | -3.8% | -4.4% | -5.0% |
| 6M | +11.8% | +9.6% | +2.3% | +2.5% |
| YTD | -19.5% | +5.8% | -25.3% | -23.8% |
| 1Y | -3.2% | +16.2% | -19.4% | -15.6% |
| 3Y | +37.1% | +96.0% | -58.9% | -24.6% |
| 5Y | -29.9% | +1.7% | -31.6% | -32.8% |
| 10Y | -53.3% | +79.9% | -133.1% | -71.5% |
| All | -27.6% | +170.3% | -197.9% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling