-37.2%
NCLH vs TMF
-78.0%
+40.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -6.5% | -1.4% | -5.1% | -6.6% |
| 30D | -23.3% | -2.8% | -20.5% | -23.5% |
| 3M | -18.6% | -10.9% | -7.7% | -19.6% |
| 6M | -26.2% | -21.3% | -4.9% | -28.3% |
| YTD | -30.2% | -15.9% | -14.4% | -31.7% |
| 1Y | -39.2% | -15.7% | -23.4% | -40.3% |
| 3Y | -5.1% | -43.4% | +38.3% | -10.3% |
| 5Y | -36.8% | -87.8% | +51.0% | -54.4% |
| 10Y | -56.3% | -86.7% | +30.5% | -66.0% |
| All | -37.2% | -78.0% | +40.8% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling