-37.2%
NCLH vs TT
+1,656.3%
-1,693.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.8% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | -23.3% | -7.2% | -16.1% | -18.7% |
| 3M | -18.6% | -3.0% | -15.6% | -17.3% |
| 6M | -26.2% | +1.4% | -27.6% | -27.7% |
| YTD | -30.2% | +15.9% | -46.1% | -38.7% |
| 1Y | -39.2% | +9.4% | -48.6% | -44.2% |
| 3Y | -5.1% | +124.4% | -129.4% | -53.8% |
| 5Y | -36.8% | +138.0% | -174.8% | -71.3% |
| 10Y | -56.3% | +886.4% | -942.7% | -92.3% |
| All | -37.2% | +1,656.3% | -1,693.5% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling