-73.2%
NCLH vs TXG
+22.9%
-96.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.5% |
| 7D | -6.5% | +5.0% | -11.5% | -8.1% |
| 30D | -22.1% | +13.5% | -35.6% | -25.7% |
| 3M | -18.7% | +128.0% | -146.7% | -40.0% |
| 6M | -28.4% | +224.4% | -252.8% | -53.5% |
| YTD | -34.7% | +307.0% | -341.7% | -61.2% |
| 1Y | -42.7% | +427.2% | -469.9% | -69.8% |
| 3Y | -10.6% | +40.2% | -50.8% | -32.3% |
| 5Y | -40.7% | -64.0% | +23.3% | -40.5% |
| All | -73.2% | +22.9% | -96.2% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling