-27.1%
NCLH vs TXT
+217.0%
-244.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -2.4% |
| 7D | +1.7% | -1.1% | +2.8% | +2.6% |
| 30D | +17.9% | +13.3% | +4.6% | +6.1% |
| 3M | -4.5% | -5.1% | +0.6% | -0.2% |
| 6M | +12.9% | -7.1% | +20.0% | +18.5% |
| YTD | -19.1% | -3.2% | -15.9% | -18.6% |
| 1Y | -4.6% | +2.3% | -7.0% | -8.4% |
| 3Y | +37.0% | +11.1% | +25.9% | +20.4% |
| 5Y | -29.5% | +10.0% | -39.6% | -35.9% |
| 10Y | -53.0% | +91.1% | -144.1% | -73.3% |
| All | -27.1% | +217.0% | -244.2% | -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