-58.0%
NCLH vs TKO
+989.7%
-1,047.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | -4.8% | +2.3% | -7.1% | -5.7% |
| 30D | -21.7% | -2.5% | -19.2% | -21.0% |
| 3M | -22.2% | -10.6% | -11.6% | -19.1% |
| 6M | -27.5% | -5.1% | -22.5% | -26.4% |
| YTD | -33.6% | -8.2% | -25.4% | -31.8% |
| 1Y | -45.0% | -4.4% | -40.6% | -44.5% |
| 3Y | -11.0% | +100.4% | -111.4% | -33.1% |
| 5Y | -39.7% | +294.3% | -334.0% | -65.8% |
| All | -58.0% | +989.7% | -1,047.6% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling