+0.6%
TLT vs NCLH
-38.0%
+38.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.4% | -6.5% | +6.1% | -0.6% |
| 30D | -0.6% | -23.3% | +22.7% | -1.1% |
| 3M | -2.7% | -18.6% | +15.9% | -3.1% |
| 6M | -5.6% | -26.2% | +20.6% | -6.1% |
| YTD | -2.8% | -30.2% | +27.5% | -3.3% |
| 1Y | -1.4% | -39.2% | +37.7% | -2.2% |
| 3Y | -1.6% | -5.1% | +3.5% | -0.5% |
| 5Y | -33.8% | -36.8% | +2.9% | -33.2% |
| 10Y | -21.1% | -56.3% | +35.1% | -21.3% |
| All | +0.6% | -38.0% | +38.6% | +1.3% |
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