-73.8%
NCLH vs TW
+211.2%
-285.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | -4.6% | -0.5% | -4.1% | -4.4% |
| 30D | -19.9% | -0.6% | -19.3% | -19.8% |
| 3M | -22.0% | +3.4% | -25.4% | -23.6% |
| 6M | -28.3% | -18.4% | -9.8% | -22.7% |
| YTD | -33.5% | -3.9% | -29.6% | -33.9% |
| 1Y | -41.5% | -13.3% | -28.1% | -39.0% |
| 3Y | -8.9% | +20.8% | -29.7% | -25.1% |
| 5Y | -40.5% | +20.3% | -60.7% | -52.4% |
| All | -73.8% | +211.2% | -285.1% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling