-48.1%
NCLH vs TYL
+174.6%
-222.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | +2.7% | +3.5% | -0.8% | +1.1% |
| 30D | +18.4% | +26.9% | -8.5% | +6.0% |
| 3M | -4.3% | +33.8% | -38.1% | -17.1% |
| 6M | +7.9% | +28.8% | -20.9% | -6.4% |
| YTD | -17.4% | -7.9% | -9.5% | -17.2% |
| 1Y | -3.4% | -9.8% | +6.4% | -2.0% |
| 3Y | +44.4% | +1.2% | +43.3% | +33.6% |
| 5Y | -33.7% | -22.8% | -10.9% | -32.6% |
| 10Y | -48.1% | +168.8% | -216.9% | -65.3% |
| All | -48.1% | +174.6% | -222.7% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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