-1.0%
NCLH vs TMF
-23.9%
+22.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +5.1% |
| 7D | +15.8% | +4.0% | +11.8% | +13.0% |
| 30D | +25.1% | +19.5% | +5.6% | +10.7% |
| 3M | -7.3% | -3.5% | -3.8% | -4.7% |
| 6M | +8.1% | -10.6% | +18.7% | +17.7% |
| YTD | -16.7% | -17.1% | +0.4% | -2.7% |
| 1Y | -1.0% | -24.3% | +23.2% | +14.3% |
| All | -1.0% | -23.9% | +22.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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