-45.0%
NCLH vs TXG
+453.6%
-498.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.1% |
| 7D | -4.8% | +9.5% | -14.3% | -6.5% |
| 30D | -21.7% | +18.8% | -40.4% | -24.4% |
| 3M | -22.2% | +136.1% | -158.4% | -36.9% |
| 6M | -27.5% | +235.2% | -262.8% | -45.3% |
| YTD | -33.6% | +320.5% | -354.1% | -51.2% |
| 1Y | -45.0% | +425.2% | -470.2% | -61.8% |
| All | -45.0% | +453.6% | -498.6% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling