-1.3%
NCLH vs TLN
+583.6%
-584.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -1.2% |
| 7D | -6.5% | +7.1% | -13.5% | -8.3% |
| 30D | -23.3% | -3.9% | -19.4% | -22.6% |
| 3M | -18.6% | -16.2% | -2.5% | -15.4% |
| 6M | -26.2% | -5.8% | -20.4% | -26.6% |
| YTD | -30.2% | -15.4% | -14.8% | -28.8% |
| 1Y | -39.2% | -16.7% | -22.5% | -38.1% |
| 3Y | -5.1% | +473.8% | -478.8% | -53.7% |
| All | -1.3% | +583.6% | -584.9% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling