-40.7%
NCLH vs TSEM
+610.6%
-651.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -0.9% |
| 7D | -6.5% | +0.9% | -7.5% | -6.8% |
| 30D | -22.1% | -16.6% | -5.5% | -18.8% |
| 3M | -18.7% | -10.9% | -7.8% | -19.7% |
| 6M | -28.4% | +78.0% | -106.4% | -45.6% |
| YTD | -34.7% | +77.2% | -111.9% | -51.4% |
| 1Y | -42.7% | +207.6% | -250.3% | -66.3% |
| 3Y | -10.6% | +637.8% | -648.5% | -64.7% |
| 5Y | -40.7% | +617.0% | -657.7% | -75.6% |
| All | -40.7% | +610.6% | -651.4% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling