-37.9%
NCLH vs TSN
+225.7%
-263.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -2.0% |
| 7D | -0.3% | -5.0% | +4.8% | +2.2% |
| 30D | -20.1% | -9.1% | -11.0% | -16.3% |
| 3M | -17.0% | -7.4% | -9.6% | -14.0% |
| 6M | -23.2% | -13.4% | -9.9% | -18.6% |
| YTD | -31.0% | -8.5% | -22.6% | -29.3% |
| 1Y | -37.3% | -3.2% | -34.1% | -37.9% |
| 3Y | -5.6% | +11.5% | -17.1% | -16.9% |
| 5Y | -37.0% | -19.5% | -17.5% | -33.5% |
| 10Y | -55.3% | -9.1% | -46.2% | -56.6% |
| All | -37.9% | +225.7% | -263.6% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling