+97.2%
TJX vs NCLH
-40.4%
+137.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -4.6% | -4.8% | +0.2% | -3.9% |
| 30D | -17.2% | -21.7% | +4.5% | -14.3% |
| 3M | -24.9% | -22.2% | -2.7% | -22.5% |
| 6M | -19.7% | -27.5% | +7.9% | -16.7% |
| YTD | -17.2% | -33.6% | +16.4% | -13.6% |
| 1Y | -9.4% | -45.0% | +35.6% | -3.3% |
| 3Y | +43.1% | -11.0% | +54.1% | +35.8% |
| All | +97.2% | -40.4% | +137.6% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling