-5.6%
TLT vs NCLH
-8.8%
+3.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | +0.4% |
| 7D | +1.0% | +15.8% | -14.9% | 0.0% |
| 30D | +6.0% | +25.1% | -19.1% | +4.5% |
| 3M | -0.9% | -7.3% | +6.4% | -0.6% |
| 6M | -2.3% | +8.1% | -10.4% | -3.0% |
| YTD | -3.3% | -16.7% | +13.4% | -3.3% |
| 1Y | -5.6% | -1.0% | -4.6% | -5.4% |
| All | -5.6% | -8.8% | +3.2% | -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