-41.4%
NCLH vs TTMI
+830.4%
-871.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.6% | +0.6% |
| 7D | -4.8% | +0.7% | -5.5% | -5.0% |
| 30D | -21.7% | -8.4% | -13.2% | -20.0% |
| 3M | -22.2% | -32.5% | +10.2% | -14.1% |
| 6M | -27.5% | +32.5% | -60.0% | -40.0% |
| YTD | -33.6% | +83.2% | -116.8% | -53.9% |
| 1Y | -45.0% | +161.7% | -206.7% | -69.1% |
| 3Y | -11.0% | +890.1% | -901.2% | -75.7% |
| All | -41.4% | +830.4% | -871.8% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling