+41.8%
TGT vs NCLH
-10.7%
+52.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.3% |
| 7D | -5.2% | -4.8% | -0.4% | -4.2% |
| 30D | +1.2% | -21.7% | +22.9% | +6.9% |
| 3M | +18.4% | -22.2% | +40.6% | +24.8% |
| 6M | +33.4% | -27.5% | +61.0% | +41.8% |
| YTD | +63.8% | -33.6% | +97.4% | +75.4% |
| 1Y | +77.2% | -45.0% | +122.2% | +98.2% |
| 3Y | +41.8% | -11.0% | +52.8% | +25.9% |
| All | +41.8% | -10.7% | +52.5% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 3y: compounded portfolio wealth divided by compounded NCLH 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…
3y analysis · Full analysis span regression · 6 months rolling