-58.0%
NCLH vs TTMI
+1,127.6%
-1,185.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.6% | +0.4% |
| 7D | -4.8% | +0.7% | -5.5% | -5.1% |
| 30D | -21.7% | -8.4% | -13.2% | -19.6% |
| 3M | -22.2% | -32.5% | +10.2% | -12.9% |
| 6M | -27.5% | +32.5% | -60.0% | -42.2% |
| YTD | -33.6% | +83.2% | -116.8% | -56.7% |
| 1Y | -45.0% | +161.7% | -206.7% | -71.4% |
| 3Y | -11.0% | +890.1% | -901.2% | -78.3% |
| 5Y | -39.7% | +832.4% | -872.2% | -85.6% |
| All | -58.0% | +1,127.6% | -1,185.5% | -89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling