+578.5%
TJX vs NCLH
-42.0%
+620.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | -4.4% | -6.5% | +2.2% | -3.2% |
| 30D | -18.6% | -22.1% | +3.5% | -14.9% |
| 3M | -24.4% | -18.7% | -5.7% | -21.9% |
| 6M | -20.2% | -28.4% | +8.2% | -16.3% |
| YTD | -16.9% | -34.7% | +17.8% | -12.1% |
| 1Y | -8.5% | -42.7% | +34.2% | -1.5% |
| 3Y | +43.7% | -10.6% | +54.3% | +35.3% |
| 5Y | +97.3% | -40.7% | +138.1% | +88.6% |
| 10Y | +289.0% | -57.8% | +346.7% | +224.0% |
| All | +578.5% | -42.0% | +620.4% | +469.1% |
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