-5.2%
TJX vs NCLH
-38.5%
+33.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.2% | -6.5% | +4.2% | -1.6% |
| 30D | -17.1% | -23.3% | +6.2% | -15.2% |
| 3M | -16.5% | -18.6% | +2.1% | -15.1% |
| 6M | -17.8% | -26.2% | +8.4% | -16.5% |
| YTD | -13.2% | -30.2% | +17.0% | -11.7% |
| 1Y | -5.2% | -39.2% | +34.0% | -5.4% |
| All | -5.2% | -38.5% | +33.3% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling