-37.0%
NCLH vs TT
+146.0%
-182.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.9% |
| 7D | -0.3% | +1.6% | -1.8% | -1.3% |
| 30D | -20.1% | -7.3% | -12.7% | -15.7% |
| 3M | -17.0% | -2.6% | -14.4% | -16.1% |
| 6M | -23.2% | +5.9% | -29.1% | -26.9% |
| YTD | -31.0% | +15.4% | -46.5% | -38.4% |
| 1Y | -37.3% | +8.2% | -45.5% | -41.5% |
| 3Y | -5.6% | +122.7% | -128.2% | -50.4% |
| 5Y | -37.0% | +145.0% | -181.9% | -75.3% |
| All | -37.0% | +146.0% | -182.9% | -75.3% |
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