+10.6%
TMO vs NCLH
-40.4%
+51.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | -0.6% | -4.8% | +4.2% | 0.0% |
| 30D | +1.1% | -21.7% | +22.8% | +4.5% |
| 3M | +28.3% | -22.2% | +50.6% | +32.3% |
| 6M | +23.3% | -27.5% | +50.8% | +27.8% |
| YTD | +5.5% | -33.6% | +39.1% | +10.1% |
| 1Y | +24.5% | -45.0% | +69.5% | +32.8% |
| 3Y | +19.6% | -11.0% | +30.6% | +16.1% |
| All | +10.6% | -40.4% | +51.0% | +3.6% |
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