-1.0%
NCLH vs TTMI
+9.6%
-10.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -10.1% | +16.9% | +7.5% |
| 7D | +15.8% | -19.2% | +35.0% | +17.6% |
| 30D | +25.1% | -44.9% | +70.0% | +31.1% |
| 3M | -7.3% | -44.7% | +37.4% | -3.1% |
| 6M | +8.1% | -53.4% | +61.5% | +14.9% |
| YTD | -16.7% | +6.3% | -23.0% | -19.8% |
| 1Y | -1.0% | +10.7% | -11.7% | -5.3% |
| All | -1.0% | +9.6% | -10.6% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling