+32.8%
NCLH vs TSLQ
-97.3%
+130.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -4.6% | -8.0% | +3.4% | -5.8% |
| 30D | -19.9% | -23.8% | +3.8% | -23.1% |
| 3M | -22.0% | -7.0% | -15.0% | -20.6% |
| 6M | -28.3% | -17.1% | -11.2% | -26.9% |
| YTD | -33.5% | +0.1% | -33.5% | -29.5% |
| 1Y | -41.5% | -51.2% | +9.7% | -44.2% |
| 3Y | -8.9% | -95.9% | +87.0% | -29.1% |
| All | +32.8% | -97.3% | +130.1% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling