-40.1%
NCLH vs TRGP
+802.2%
-842.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.1% |
| 7D | -4.6% | -0.7% | -3.9% | -4.3% |
| 30D | -19.9% | +9.5% | -29.4% | -23.4% |
| 3M | -22.0% | +10.8% | -32.8% | -26.6% |
| 6M | -28.3% | +25.3% | -53.6% | -36.9% |
| YTD | -33.5% | +60.3% | -93.7% | -47.9% |
| 1Y | -41.5% | +84.6% | -126.0% | -57.2% |
| 3Y | -8.9% | +264.4% | -273.3% | -51.1% |
| 5Y | -40.5% | +636.6% | -677.0% | -76.3% |
| 10Y | -57.0% | +848.9% | -905.9% | -88.0% |
| All | -40.1% | +802.2% | -842.2% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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