-58.7%
NCLH vs TXT
+103.1%
-161.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.0% |
| 7D | -6.5% | -0.2% | -6.3% | -6.4% |
| 30D | -22.1% | -10.2% | -11.9% | -13.4% |
| 3M | -18.7% | -13.3% | -5.4% | -8.2% |
| 6M | -28.4% | -14.4% | -14.1% | -18.0% |
| YTD | -34.7% | -9.1% | -25.6% | -30.4% |
| 1Y | -42.7% | -2.2% | -40.5% | -43.3% |
| 3Y | -10.6% | +5.1% | -15.7% | -20.4% |
| 5Y | -40.7% | +12.8% | -53.6% | -49.8% |
| All | -58.7% | +103.1% | -161.7% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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