+328.6%
TMO vs NCLH
-56.9%
+385.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | -0.6% | -4.8% | +4.2% | -0.2% |
| 30D | +1.1% | -21.7% | +22.8% | +3.3% |
| 3M | +28.3% | -22.2% | +50.6% | +30.9% |
| 6M | +23.3% | -27.5% | +50.8% | +26.2% |
| YTD | +5.5% | -33.6% | +39.1% | +8.4% |
| 1Y | +24.5% | -45.0% | +69.5% | +29.8% |
| 3Y | +19.6% | -11.0% | +30.6% | +17.9% |
| 5Y | +8.1% | -39.7% | +47.9% | +6.5% |
| All | +328.6% | -56.9% | +385.6% | +354.2% |
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