-41.4%
NCLH vs TNA
-23.3%
-18.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | -4.8% | -7.3% | +2.5% | -1.0% |
| 30D | -21.7% | -14.2% | -7.5% | -15.2% |
| 3M | -22.2% | -4.6% | -17.7% | -20.9% |
| 6M | -27.5% | +36.9% | -64.5% | -39.5% |
| YTD | -33.6% | +42.5% | -76.2% | -46.5% |
| 1Y | -45.0% | +45.8% | -90.8% | -57.0% |
| 3Y | -11.0% | +104.7% | -115.7% | -50.1% |
| All | -41.4% | -23.3% | -18.1% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling