-41.4%
NCLH vs TRI
-10.0%
-31.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | -4.8% | -7.9% | +3.1% | -2.5% |
| 30D | -21.7% | -4.5% | -17.2% | -20.8% |
| 3M | -22.2% | +22.1% | -44.3% | -27.8% |
| 6M | -27.5% | -2.8% | -24.8% | -27.7% |
| YTD | -33.6% | -23.4% | -10.2% | -25.0% |
| 1Y | -45.0% | -41.5% | -3.5% | -26.7% |
| 3Y | -11.0% | -19.2% | +8.2% | -10.6% |
| All | -41.4% | -10.0% | -31.4% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling