-41.4%
NCLH vs TRMB
-39.0%
-2.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.6% |
| 7D | -4.8% | -3.0% | -1.8% | -2.4% |
| 30D | -21.7% | +2.3% | -24.0% | -23.3% |
| 3M | -22.2% | +15.3% | -37.6% | -31.1% |
| 6M | -27.5% | -14.7% | -12.8% | -18.7% |
| YTD | -33.6% | -26.4% | -7.2% | -16.5% |
| 1Y | -45.0% | -30.4% | -14.6% | -27.9% |
| 3Y | -11.0% | +13.5% | -24.6% | -23.7% |
| All | -41.4% | -39.0% | -2.5% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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