-73.9%
NCLH vs TW
+206.7%
-280.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -4.8% | -4.5% | -0.3% | -3.0% |
| 30D | -21.7% | -2.3% | -19.4% | -21.0% |
| 3M | -22.2% | +2.6% | -24.8% | -23.6% |
| 6M | -27.5% | -17.5% | -10.0% | -22.3% |
| YTD | -33.6% | -5.3% | -28.3% | -33.6% |
| 1Y | -45.0% | -14.8% | -30.2% | -42.3% |
| 3Y | -11.0% | +18.8% | -29.9% | -26.3% |
| 5Y | -39.7% | +20.7% | -60.5% | -52.0% |
| All | -73.9% | +206.7% | -280.6% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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