-58.0%
NCLH vs TNA
+86.1%
-144.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | -4.8% | -7.3% | +2.5% | -0.8% |
| 30D | -21.7% | -14.2% | -7.5% | -14.9% |
| 3M | -22.2% | -4.6% | -17.7% | -20.8% |
| 6M | -27.5% | +36.9% | -64.5% | -40.1% |
| YTD | -33.6% | +42.5% | -76.2% | -47.1% |
| 1Y | -45.0% | +45.8% | -90.8% | -57.6% |
| 3Y | -11.0% | +104.7% | -115.7% | -51.5% |
| 5Y | -39.7% | -21.7% | -18.0% | -49.7% |
| All | -58.0% | +86.1% | -144.0% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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