-34.3%
TLT vs NCLH
-40.9%
+6.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.5% |
| 7D | -0.3% | -4.6% | +4.4% | -0.2% |
| 30D | 0.0% | -19.9% | +19.9% | +0.2% |
| 3M | -2.9% | -22.0% | +19.1% | -2.6% |
| 6M | -6.3% | -28.3% | +22.0% | -6.0% |
| YTD | -3.3% | -33.5% | +30.1% | -3.1% |
| 1Y | -4.2% | -41.5% | +37.3% | -3.9% |
| 3Y | -1.7% | -8.9% | +7.2% | -1.5% |
| All | -34.3% | -40.9% | +6.6% | -34.1% |
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 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