-37.9%
NCLH vs TSEM
+2,532.6%
-2,570.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.8% |
| 7D | -0.3% | +10.4% | -10.7% | -3.3% |
| 30D | -20.1% | -12.9% | -7.1% | -17.1% |
| 3M | -17.0% | -9.2% | -7.9% | -18.6% |
| 6M | -23.2% | +98.8% | -122.0% | -43.8% |
| YTD | -31.0% | +87.2% | -118.3% | -49.5% |
| 1Y | -37.3% | +239.0% | -276.2% | -63.3% |
| 3Y | -5.6% | +679.5% | -685.1% | -60.0% |
| 5Y | -37.0% | +667.3% | -704.2% | -73.6% |
| 10Y | -55.3% | +1,301.0% | -1,356.3% | -84.2% |
| All | -37.9% | +2,532.6% | -2,570.5% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling