-37.2%
NCLH vs TPR
+194.2%
-231.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.5% | -2.3% | -4.2% | -5.1% |
| 30D | -23.3% | -23.0% | -0.3% | -11.9% |
| 3M | -18.6% | -12.5% | -6.1% | -13.9% |
| 6M | -26.2% | -21.4% | -4.8% | -16.8% |
| YTD | -30.2% | -3.5% | -26.7% | -31.1% |
| 1Y | -39.2% | +17.4% | -56.5% | -47.3% |
| 3Y | -5.1% | +291.3% | -296.3% | -63.1% |
| 5Y | -36.8% | +241.9% | -278.7% | -73.9% |
| 10Y | -56.3% | +322.7% | -378.9% | -87.4% |
| All | -37.2% | +194.2% | -231.4% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling