-33.7%
NCLH vs TMF
-88.4%
+54.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | +2.7% | +0.6% | +2.1% | +2.7% |
| 30D | +18.4% | +16.3% | +2.1% | +17.3% |
| 3M | -4.3% | -2.7% | -1.6% | -4.2% |
| 6M | +7.9% | -13.2% | +21.1% | +8.7% |
| YTD | -17.4% | -16.7% | -0.7% | -16.7% |
| 1Y | -3.4% | -22.7% | +19.4% | -2.4% |
| 3Y | +44.4% | -26.1% | +70.5% | +45.9% |
| 5Y | -33.7% | -88.4% | +54.7% | -55.9% |
| All | -33.7% | -88.4% | +54.7% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling