-35.9%
NCLH vs TPG
+74.1%
-110.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.7% |
| 7D | -4.8% | -9.4% | +4.6% | +1.4% |
| 30D | -21.7% | -5.3% | -16.4% | -19.1% |
| 3M | -22.2% | +12.9% | -35.2% | -29.1% |
| 6M | -27.5% | +20.1% | -47.6% | -37.0% |
| YTD | -33.6% | -22.5% | -11.1% | -23.6% |
| 1Y | -45.0% | -19.7% | -25.3% | -38.8% |
| 3Y | -11.0% | +81.2% | -92.2% | -47.0% |
| All | -35.9% | +74.1% | -110.0% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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