-30.8%
NCLH vs TT
+137.3%
-168.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +6.3% | +0.8% | +5.4% | +5.6% |
| 30D | +18.9% | -11.8% | +30.7% | +28.4% |
| 3M | -0.2% | -11.6% | +11.4% | +7.6% |
| 6M | +8.4% | -9.3% | +17.7% | +13.8% |
| YTD | -17.1% | +8.9% | -26.0% | -23.8% |
| 1Y | -2.8% | -2.2% | -0.5% | -3.7% |
| 3Y | +40.4% | +91.9% | -51.4% | -18.8% |
| 5Y | -30.8% | +136.0% | -166.8% | -76.7% |
| All | -30.8% | +137.3% | -168.0% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling