-57.9%
NCLH vs TT
+965.2%
-1,023.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.2% |
| 7D | -4.6% | +1.4% | -6.0% | -5.8% |
| 30D | -19.9% | -6.7% | -13.3% | -15.1% |
| 3M | -22.0% | -5.4% | -16.5% | -18.9% |
| 6M | -28.3% | +4.4% | -32.7% | -31.7% |
| YTD | -33.5% | +14.9% | -48.4% | -42.0% |
| 1Y | -41.5% | +9.3% | -50.7% | -46.8% |
| 3Y | -8.9% | +121.7% | -130.6% | -59.0% |
| 5Y | -40.5% | +148.2% | -188.6% | -76.7% |
| All | -57.9% | +965.2% | -1,023.1% | -93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling