-45.0%
NCLH vs TSEM
+212.9%
-257.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.6% |
| 7D | -4.8% | -4.9% | 0.0% | -4.4% |
| 30D | -21.7% | -18.7% | -2.9% | -20.5% |
| 3M | -22.2% | -18.1% | -4.1% | -21.6% |
| 6M | -27.5% | +77.1% | -104.6% | -34.1% |
| YTD | -33.6% | +80.1% | -113.7% | -40.4% |
| 1Y | -45.0% | +220.4% | -265.4% | -55.0% |
| All | -45.0% | +212.9% | -257.9% | -55.0% |
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