-36.5%
NCLH vs TYL
-21.3%
-15.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +2.0% |
| 7D | +2.0% | +6.7% | -4.7% | -1.2% |
| 30D | +19.1% | +26.5% | -7.5% | +5.6% |
| 3M | -7.5% | +37.3% | -44.8% | -22.1% |
| 6M | +1.0% | +31.2% | -30.2% | -14.6% |
| YTD | -19.7% | -7.4% | -12.4% | -18.2% |
| 1Y | -1.8% | -9.6% | +7.8% | +1.8% |
| 3Y | +36.7% | +1.9% | +34.8% | +21.9% |
| All | -36.5% | -21.3% | -15.2% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling