-5.9%
NCLH vs TLN
+589.3%
-595.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.0% |
| 7D | -4.6% | +5.8% | -10.5% | -6.2% |
| 30D | -19.9% | -6.9% | -13.1% | -18.5% |
| 3M | -22.0% | -10.9% | -11.1% | -20.4% |
| 6M | -28.3% | -4.6% | -23.7% | -28.9% |
| YTD | -33.5% | -14.7% | -18.7% | -32.3% |
| 1Y | -41.5% | -17.9% | -23.6% | -40.2% |
| 3Y | -8.9% | +483.9% | -492.8% | -56.0% |
| All | -5.9% | +589.3% | -595.2% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling