-41.5%
NCLH vs TPR
+9.9%
-51.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.1% |
| 7D | -4.6% | -7.3% | +2.7% | -1.5% |
| 30D | -19.9% | -30.7% | +10.8% | -6.7% |
| 3M | -22.0% | -21.6% | -0.3% | -15.6% |
| 6M | -28.3% | -21.3% | -7.0% | -23.3% |
| YTD | -33.5% | -10.2% | -23.3% | -33.1% |
| 1Y | -41.5% | +9.5% | -51.0% | -45.6% |
| All | -41.5% | +9.9% | -51.3% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling