-41.5%
NCLH vs TMF
-23.1%
-18.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.9% | -2.5% |
| 7D | -4.6% | -0.9% | -3.7% | -4.1% |
| 30D | -19.9% | -1.0% | -19.0% | -19.5% |
| 3M | -22.0% | -11.3% | -10.7% | -15.7% |
| 6M | -28.3% | -22.7% | -5.6% | -19.8% |
| YTD | -33.5% | -17.3% | -16.1% | -24.9% |
| 1Y | -41.5% | -22.5% | -19.0% | -34.5% |
| All | -41.5% | -23.1% | -18.4% | -34.5% |
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