-11.0%
NCLH vs TRI
-18.9%
+7.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.4% |
| 7D | -4.8% | -7.9% | +3.1% | -3.5% |
| 30D | -21.7% | -4.5% | -17.2% | -21.2% |
| 3M | -22.2% | +22.1% | -44.3% | -24.9% |
| 6M | -27.5% | -2.8% | -24.8% | -27.0% |
| YTD | -33.6% | -23.4% | -10.2% | -26.2% |
| 1Y | -45.0% | -41.5% | -3.5% | -31.4% |
| 3Y | -11.0% | -19.2% | +8.2% | +0.5% |
| All | -11.0% | -18.9% | +7.9% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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