+25.4%
TMO vs NCLH
-8.8%
+34.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.8% | -5.7% | +0.3% |
| 7D | +0.3% | +15.8% | -15.5% | -1.7% |
| 30D | +4.3% | +25.1% | -20.7% | +1.1% |
| 3M | +25.1% | -7.3% | +32.5% | +26.6% |
| 6M | +52.9% | +8.1% | +44.8% | +49.8% |
| YTD | +22.2% | -16.7% | +38.9% | +24.4% |
| 1Y | +25.4% | -1.0% | +26.4% | +20.1% |
| All | +25.4% | -8.8% | +34.2% | +20.1% |
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 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