-58.0%
NCLH vs TSEM
+1,313.0%
-1,370.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.1% |
| 7D | -4.8% | -4.9% | 0.0% | -3.1% |
| 30D | -21.7% | -18.7% | -2.9% | -16.1% |
| 3M | -22.2% | -18.1% | -4.1% | -21.0% |
| 6M | -27.5% | +77.1% | -104.6% | -49.7% |
| YTD | -33.6% | +80.1% | -113.7% | -55.5% |
| 1Y | -45.0% | +220.4% | -265.4% | -72.7% |
| 3Y | -11.0% | +650.1% | -661.1% | -72.6% |
| 5Y | -39.7% | +628.9% | -668.6% | -82.1% |
| All | -58.0% | +1,313.0% | -1,370.9% | -91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling