-56.3%
NCLH vs TPR
+365.1%
-421.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.7% |
| 7D | +1.7% | -1.1% | +2.8% | +2.5% |
| 30D | +17.9% | +15.1% | +2.8% | +7.1% |
| 3M | -4.5% | -13.4% | +8.9% | +2.5% |
| 6M | +12.9% | +1.4% | +11.5% | +8.1% |
| YTD | -19.1% | +4.8% | -23.9% | -25.0% |
| 1Y | -4.6% | +29.2% | -33.8% | -23.5% |
| 3Y | +37.0% | +403.7% | -366.7% | -60.4% |
| 5Y | -29.5% | +230.8% | -260.4% | -73.5% |
| All | -56.3% | +365.1% | -421.4% | -90.2% |
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