-20.8%
TLT vs NCLH
-57.7%
+36.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.2% |
| 7D | -1.6% | -6.5% | +5.0% | -1.7% |
| 30D | -1.3% | -22.1% | +20.7% | -1.7% |
| 3M | -3.7% | -18.7% | +15.0% | -4.0% |
| 6M | -6.4% | -28.4% | +22.0% | -6.8% |
| YTD | -4.5% | -34.7% | +30.3% | -5.0% |
| 1Y | -5.9% | -42.7% | +36.8% | -6.5% |
| 3Y | -2.8% | -10.6% | +7.8% | -2.0% |
| 5Y | -35.1% | -40.7% | +5.7% | -34.6% |
| All | -20.8% | -57.7% | +36.9% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling