-58.0%
NCLH vs TSN
-4.9%
-53.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | -4.8% | +3.0% | -7.9% | -6.6% |
| 30D | -21.7% | -4.2% | -17.5% | -19.9% |
| 3M | -22.2% | -3.9% | -18.4% | -20.8% |
| 6M | -27.5% | -9.8% | -17.7% | -24.4% |
| YTD | -33.6% | -7.3% | -26.3% | -32.4% |
| 1Y | -45.0% | -2.2% | -42.8% | -46.3% |
| 3Y | -11.0% | +11.9% | -22.9% | -25.1% |
| 5Y | -39.7% | -16.9% | -22.8% | -38.0% |
| All | -58.0% | -4.9% | -53.0% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling