-41.4%
NCLH vs TKO
+291.2%
-332.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | -4.8% | +2.3% | -7.1% | -5.8% |
| 30D | -21.7% | -2.5% | -19.2% | -20.9% |
| 3M | -22.2% | -10.6% | -11.6% | -18.7% |
| 6M | -27.5% | -5.1% | -22.5% | -26.3% |
| YTD | -33.6% | -8.2% | -25.4% | -31.7% |
| 1Y | -45.0% | -4.4% | -40.6% | -44.4% |
| 3Y | -11.0% | +100.4% | -111.4% | -33.9% |
| All | -41.4% | +291.2% | -332.6% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling