-27.6%
NCLH vs TXT
+214.6%
-242.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +20.8% | +13.3% | +7.4% | +8.6% |
| 3M | -8.1% | -5.0% | -3.2% | -4.0% |
| 6M | +11.8% | -8.4% | +20.2% | +18.8% |
| YTD | -19.5% | -4.0% | -15.6% | -18.5% |
| 1Y | -3.2% | +2.8% | -6.0% | -7.4% |
| 3Y | +37.1% | +10.3% | +26.8% | +21.2% |
| 5Y | -29.9% | +9.2% | -39.1% | -35.8% |
| 10Y | -53.3% | +89.6% | -142.8% | -73.3% |
| All | -27.6% | +214.6% | -242.1% | -61.8% |
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