-51.8%
NCLH vs TMF
-81.8%
+30.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.1% |
| 7D | +6.3% | -1.1% | +7.3% | +6.2% |
| 30D | +18.9% | +11.8% | +7.1% | +20.1% |
| 3M | -0.2% | -4.0% | +3.8% | -0.6% |
| 6M | +8.4% | -16.5% | +24.9% | +6.3% |
| YTD | -17.1% | -19.9% | +2.8% | -19.1% |
| 1Y | -2.8% | -25.6% | +22.8% | -6.0% |
| 3Y | +40.4% | -29.9% | +70.3% | +37.4% |
| 5Y | -30.8% | -88.2% | +57.5% | -54.0% |
| All | -51.8% | -81.8% | +30.0% | -61.9% |
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