-34.5%
TLT vs NCLH
-30.1%
-4.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.4% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +1.0% | +20.8% | -19.7% | +0.8% |
| 3M | -2.7% | -8.1% | +5.4% | -2.7% |
| 6M | -4.1% | +11.8% | -16.0% | -4.3% |
| YTD | -5.4% | -19.5% | +14.2% | -5.3% |
| 1Y | -7.0% | -3.2% | -3.8% | -7.0% |
| 3Y | +2.8% | +37.1% | -34.3% | +3.0% |
| All | -34.5% | -30.1% | -4.5% | -36.8% |
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