-5.6%
NCLH vs TPR
+308.4%
-314.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.5% | -2.3% | -4.2% | -5.3% |
| 30D | -23.3% | -23.0% | -0.3% | -13.5% |
| 3M | -18.6% | -12.5% | -6.1% | -14.9% |
| 6M | -26.2% | -21.4% | -4.8% | -18.4% |
| YTD | -30.2% | -3.5% | -26.7% | -31.4% |
| 1Y | -39.2% | +17.4% | -56.5% | -46.8% |
| All | -5.6% | +308.4% | -314.0% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling