-10.9%
NCLH vs TXT
+5.5%
-16.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.8% |
| 7D | -4.6% | +0.8% | -5.4% | -5.2% |
| 30D | -19.9% | -10.4% | -9.5% | -13.2% |
| 3M | -22.0% | -14.3% | -7.6% | -13.6% |
| 6M | -28.3% | -15.1% | -13.2% | -19.9% |
| YTD | -33.5% | -8.3% | -25.2% | -30.6% |
| 1Y | -41.5% | -0.7% | -40.8% | -42.7% |
| All | -10.9% | +5.5% | -16.4% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling