-27.7%
NCLH vs TYL
+714.9%
-742.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.8% |
| 7D | +2.0% | +6.7% | -4.7% | -0.6% |
| 30D | +19.1% | +26.5% | -7.5% | +7.9% |
| 3M | -7.5% | +37.3% | -44.8% | -19.6% |
| 6M | +1.0% | +31.2% | -30.2% | -11.9% |
| YTD | -19.7% | -7.4% | -12.4% | -20.1% |
| 1Y | -1.8% | -9.6% | +7.8% | -1.1% |
| 3Y | +36.7% | +1.9% | +34.8% | +27.8% |
| 5Y | -38.0% | -21.1% | -16.9% | -37.0% |
| 10Y | -51.6% | +171.8% | -223.4% | -67.5% |
| All | -27.7% | +714.9% | -742.6% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling