-39.2%
NCLH vs TSEM
+259.4%
-298.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.8% | -8.0% | -0.7% |
| 7D | -6.5% | +6.9% | -13.4% | -6.9% |
| 30D | -23.3% | +5.3% | -28.6% | -23.7% |
| 3M | -18.6% | -14.9% | -3.7% | -18.3% |
| 6M | -26.2% | +80.0% | -106.3% | -32.3% |
| YTD | -30.2% | +89.4% | -119.6% | -36.6% |
| 1Y | -39.2% | +253.1% | -292.2% | -43.5% |
| All | -39.2% | +259.4% | -298.5% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling