+284.8%
TGT vs NCLH
-40.8%
+325.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.7% |
| 7D | -3.6% | -4.6% | +1.0% | -3.0% |
| 30D | +4.4% | -19.9% | +24.4% | +7.5% |
| 3M | +25.4% | -22.0% | +47.3% | +29.2% |
| 6M | +33.4% | -28.3% | +61.7% | +38.3% |
| YTD | +65.6% | -33.5% | +99.1% | +72.3% |
| 1Y | +80.3% | -41.5% | +121.8% | +90.2% |
| 3Y | +42.1% | -8.9% | +51.0% | +39.3% |
| 5Y | -25.0% | -40.5% | +15.5% | -26.2% |
| 10Y | +208.2% | -57.0% | +265.2% | +191.0% |
| All | +284.8% | -40.8% | +325.6% | +262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling