-4.6%
NCLH vs TMF
-29.9%
+25.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -0.9% |
| 7D | +1.7% | -8.2% | +9.9% | +7.8% |
| 30D | +17.9% | +5.3% | +12.5% | +13.2% |
| 3M | -4.5% | -8.5% | +3.9% | +1.4% |
| 6M | +12.9% | -17.2% | +30.1% | +29.9% |
| YTD | -19.1% | -23.4% | +4.3% | +1.0% |
| 1Y | -4.6% | -30.2% | +25.6% | +19.1% |
| All | -4.6% | -29.9% | +25.2% | +19.1% |
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 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