-35.5%
NCLH vs TPR
+255.4%
-290.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.5% |
| 7D | +2.0% | +14.2% | -12.2% | -6.4% |
| 30D | +19.1% | +17.1% | +2.0% | +7.9% |
| 3M | -7.5% | -17.7% | +10.2% | +1.9% |
| 6M | +1.0% | -10.2% | +11.1% | +3.9% |
| YTD | -19.7% | +4.9% | -24.6% | -25.4% |
| 1Y | -1.8% | +36.1% | -37.9% | -22.9% |
| 3Y | +36.7% | +416.5% | -379.8% | -60.0% |
| All | -35.5% | +255.4% | -290.9% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling