-41.4%
NCLH vs TRU
-35.6%
-5.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | -4.8% | -2.7% | -2.1% | -3.2% |
| 30D | -21.7% | -2.0% | -19.6% | -21.0% |
| 3M | -22.2% | +18.4% | -40.7% | -30.8% |
| 6M | -27.5% | +8.9% | -36.4% | -32.2% |
| YTD | -33.6% | -8.9% | -24.7% | -31.7% |
| 1Y | -45.0% | -15.9% | -29.1% | -40.9% |
| 3Y | -11.0% | -1.1% | -10.0% | -16.8% |
| All | -41.4% | -35.6% | -5.8% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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