+30.3%
NCLH vs TSLQ
-97.2%
+127.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -1.5% |
| 7D | -6.5% | +5.7% | -12.2% | -5.5% |
| 30D | -22.1% | -21.1% | -1.0% | -24.7% |
| 3M | -18.7% | -11.5% | -7.2% | -18.2% |
| 6M | -28.4% | -14.9% | -13.5% | -26.6% |
| YTD | -34.7% | +2.4% | -37.1% | -30.5% |
| 1Y | -42.7% | -49.8% | +7.1% | -45.1% |
| 3Y | -10.6% | -95.8% | +85.2% | -30.1% |
| All | +30.3% | -97.2% | +127.5% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded TSLQ 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling