-41.4%
NCLH vs TW
+19.5%
-60.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -4.8% | -4.5% | -0.3% | -3.2% |
| 30D | -21.7% | -2.3% | -19.4% | -21.1% |
| 3M | -22.2% | +2.6% | -24.8% | -23.3% |
| 6M | -27.5% | -17.5% | -10.0% | -22.4% |
| YTD | -33.6% | -5.3% | -28.3% | -33.5% |
| 1Y | -45.0% | -14.8% | -30.2% | -42.2% |
| 3Y | -11.0% | +18.8% | -29.9% | -30.7% |
| All | -41.4% | +19.5% | -60.9% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling