+13.8%
NCLH vs TLN
+710.8%
-697.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.2% |
| 7D | +0.2% | +11.0% | -10.8% | -2.7% |
| 30D | +20.8% | +4.9% | +15.9% | +18.4% |
| 3M | -8.1% | +4.9% | -13.0% | -10.6% |
| 6M | +11.8% | +7.1% | +4.7% | +6.8% |
| YTD | -19.5% | +0.3% | -19.8% | -22.7% |
| 1Y | -3.2% | +5.9% | -9.1% | -9.0% |
| 3Y | +37.1% | +578.5% | -541.4% | -37.5% |
| All | +13.8% | +710.8% | -697.0% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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