-11.0%
NCLH vs TSLQ
-95.6%
+84.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.6% |
| 7D | -4.8% | -6.6% | +1.8% | -5.7% |
| 30D | -21.7% | -24.3% | +2.6% | -24.4% |
| 3M | -22.2% | -3.6% | -18.6% | -20.8% |
| 6M | -27.5% | -12.0% | -15.6% | -25.6% |
| YTD | -33.6% | +1.4% | -35.0% | -30.1% |
| 1Y | -45.0% | -43.6% | -1.4% | -45.9% |
| 3Y | -11.0% | -95.4% | +84.4% | -11.9% |
| All | -11.0% | -95.6% | +84.5% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling