-73.8%
NCLH vs TRU
+226.0%
-299.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.0% |
| 7D | -4.6% | -6.5% | +1.9% | -0.2% |
| 30D | -19.9% | -2.5% | -17.5% | -19.0% |
| 3M | -22.0% | +10.4% | -32.3% | -28.4% |
| 6M | -28.3% | +1.6% | -29.9% | -30.5% |
| YTD | -33.5% | -9.7% | -23.8% | -31.2% |
| 1Y | -41.5% | -17.3% | -24.2% | -36.2% |
| 3Y | -8.9% | -1.8% | -7.1% | -19.5% |
| 5Y | -40.5% | -36.2% | -4.2% | -24.9% |
| 10Y | -57.0% | +143.2% | -200.2% | -73.4% |
| All | -73.8% | +226.0% | -299.8% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling