-25.7%
NCLH vs TYL
+710.3%
-735.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | +2.7% | +3.5% | -0.8% | +1.3% |
| 30D | +18.4% | +26.9% | -8.5% | +7.1% |
| 3M | -4.3% | +33.8% | -38.1% | -15.9% |
| 6M | +7.9% | +28.8% | -20.9% | -5.0% |
| YTD | -17.4% | -7.9% | -9.5% | -17.6% |
| 1Y | -3.4% | -9.8% | +6.4% | -2.6% |
| 3Y | +44.4% | +1.2% | +43.3% | +35.4% |
| 5Y | -33.7% | -22.8% | -10.9% | -32.0% |
| 10Y | -48.1% | +168.8% | -216.9% | -65.0% |
| All | -25.7% | +710.3% | -735.9% | -56.9% |
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 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