-57.0%
NCLH vs TPR
+299.5%
-356.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -1.3% |
| 7D | -4.6% | -7.3% | +2.7% | +0.3% |
| 30D | -19.9% | -30.7% | +10.8% | +0.1% |
| 3M | -22.0% | -21.6% | -0.3% | -10.7% |
| 6M | -28.3% | -21.3% | -7.0% | -18.4% |
| YTD | -33.5% | -10.2% | -23.3% | -31.4% |
| 1Y | -41.5% | +9.5% | -51.0% | -47.9% |
| 3Y | -8.9% | +280.8% | -289.7% | -68.0% |
| 5Y | -40.5% | +218.7% | -259.2% | -77.2% |
| 10Y | -57.0% | +306.7% | -363.6% | -89.6% |
| All | -57.0% | +299.5% | -356.4% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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