-37.9%
NCLH vs TTMI
+1,502.9%
-1,540.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -2.2% |
| 7D | -0.3% | +12.2% | -12.4% | -4.4% |
| 30D | -20.1% | -5.7% | -14.3% | -19.1% |
| 3M | -17.0% | -27.5% | +10.5% | -10.7% |
| 6M | -23.2% | +47.1% | -70.4% | -39.0% |
| YTD | -31.0% | +87.5% | -118.5% | -52.0% |
| 1Y | -37.3% | +175.2% | -212.5% | -64.1% |
| 3Y | -5.6% | +901.9% | -907.5% | -69.7% |
| 5Y | -37.0% | +843.5% | -880.4% | -79.9% |
| 10Y | -55.3% | +1,077.0% | -1,132.2% | -86.5% |
| All | -37.9% | +1,502.9% | -1,540.8% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling