-58.7%
NCLH vs TT
+954.8%
-1,013.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.1% |
| 7D | -6.5% | -1.0% | -5.6% | -5.8% |
| 30D | -22.1% | -8.9% | -13.2% | -15.6% |
| 3M | -18.7% | -1.8% | -16.9% | -18.2% |
| 6M | -28.4% | +1.9% | -30.3% | -30.4% |
| YTD | -34.7% | +13.8% | -48.5% | -42.6% |
| 1Y | -42.7% | +6.1% | -48.8% | -46.6% |
| 3Y | -10.6% | +119.6% | -130.2% | -59.4% |
| 5Y | -40.7% | +145.9% | -186.6% | -76.6% |
| All | -58.7% | +954.8% | -1,013.4% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling