-57.0%
NCLH vs TMF
-86.2%
+29.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.9% | -3.7% |
| 7D | -4.6% | -0.9% | -3.7% | -4.7% |
| 30D | -19.9% | -1.0% | -19.0% | -20.0% |
| 3M | -22.0% | -11.3% | -10.7% | -22.9% |
| 6M | -28.3% | -22.7% | -5.6% | -30.3% |
| YTD | -33.5% | -17.3% | -16.1% | -34.8% |
| 1Y | -41.5% | -22.5% | -19.0% | -43.0% |
| 3Y | -8.9% | -43.2% | +34.3% | -13.7% |
| 5Y | -40.5% | -88.3% | +47.9% | -59.6% |
| 10Y | -57.0% | -86.0% | +29.1% | -64.1% |
| All | -57.0% | -86.2% | +29.2% | -64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling