-40.7%
NCLH vs TSN
-18.6%
-22.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.4% |
| 7D | -6.5% | +1.4% | -7.9% | -7.0% |
| 30D | -22.1% | -6.2% | -15.9% | -20.4% |
| 3M | -18.7% | -5.7% | -13.0% | -17.2% |
| 6M | -28.4% | -11.4% | -17.0% | -26.1% |
| YTD | -34.7% | -8.2% | -26.5% | -33.8% |
| 1Y | -42.7% | -2.0% | -40.7% | -43.5% |
| 3Y | -10.6% | +11.9% | -22.5% | -21.3% |
| 5Y | -40.7% | -17.8% | -23.0% | -33.1% |
| All | -40.7% | -18.6% | -22.1% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling