-40.1%
NCLH vs TNA
+288.3%
-328.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -1.4% |
| 7D | -4.6% | -3.6% | -1.0% | -2.8% |
| 30D | -19.9% | -10.1% | -9.9% | -15.6% |
| 3M | -22.0% | +2.7% | -24.7% | -23.5% |
| 6M | -28.3% | +38.4% | -66.7% | -40.1% |
| YTD | -33.5% | +45.4% | -78.9% | -46.5% |
| 1Y | -41.5% | +55.9% | -97.4% | -55.3% |
| 3Y | -8.9% | +109.8% | -118.7% | -47.6% |
| 5Y | -40.5% | -22.5% | -17.9% | -48.4% |
| 10Y | -57.0% | +87.5% | -144.5% | -79.8% |
| All | -40.1% | +288.3% | -328.4% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling