-45.0%
NCLH vs TLN
-23.3%
-21.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | -21.7% | -14.3% | -7.3% | -18.6% |
| 3M | -22.2% | -9.3% | -12.9% | -21.6% |
| 6M | -27.5% | -1.1% | -26.4% | -29.3% |
| YTD | -33.6% | -16.6% | -17.0% | -32.7% |
| 1Y | -45.0% | -22.0% | -23.0% | -42.7% |
| All | -45.0% | -23.3% | -21.7% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling