-5.6%
NCLH vs TMF
-42.4%
+36.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.3% | +1.0% | -1.2% | -0.4% |
| 30D | -20.1% | -1.8% | -18.2% | -19.8% |
| 3M | -17.0% | -8.2% | -8.8% | -15.8% |
| 6M | -23.2% | -19.5% | -3.7% | -21.0% |
| YTD | -31.0% | -16.0% | -15.1% | -29.2% |
| 1Y | -37.3% | -22.5% | -14.8% | -35.2% |
| 3Y | -5.6% | -42.3% | +36.7% | -0.6% |
| All | -5.6% | -42.4% | +36.8% | -0.6% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling