-37.2%
NCLH vs TXT
+197.3%
-234.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | -6.5% | -4.8% | -1.7% | -2.4% |
| 30D | -23.3% | -10.6% | -12.7% | -15.6% |
| 3M | -18.6% | -13.2% | -5.4% | -9.4% |
| 6M | -26.2% | -20.3% | -5.9% | -11.4% |
| YTD | -30.2% | -9.3% | -21.0% | -25.8% |
| 1Y | -39.2% | -2.7% | -36.5% | -39.2% |
| 3Y | -5.1% | +1.4% | -6.4% | -10.1% |
| 5Y | -36.8% | +9.6% | -46.3% | -42.3% |
| 10Y | -56.3% | +94.9% | -151.2% | -74.7% |
| All | -37.2% | +197.3% | -234.4% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling