-40.1%
NCLH vs TRI
+354.1%
-394.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.7% | -2.5% |
| 7D | -4.6% | -8.4% | +3.8% | -0.5% |
| 30D | -19.9% | -6.5% | -13.5% | -17.7% |
| 3M | -22.0% | +18.6% | -40.5% | -30.6% |
| 6M | -28.3% | -10.4% | -17.8% | -26.9% |
| YTD | -33.5% | -23.7% | -9.8% | -26.2% |
| 1Y | -41.5% | -42.5% | +1.0% | -20.3% |
| 3Y | -8.9% | -19.3% | +10.4% | -8.2% |
| 5Y | -40.5% | -9.7% | -30.8% | -46.2% |
| 10Y | -57.0% | +194.4% | -251.4% | -82.1% |
| All | -40.1% | +354.1% | -394.2% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling