+811.0%
TMO vs NCLH
-42.0%
+852.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.2% |
| 7D | -2.5% | -6.5% | +4.1% | -1.8% |
| 30D | -0.3% | -22.1% | +21.8% | +2.2% |
| 3M | +25.3% | -18.7% | +44.0% | +27.5% |
| 6M | +20.9% | -28.4% | +49.3% | +24.3% |
| YTD | +4.3% | -34.7% | +39.0% | +7.9% |
| 1Y | +27.0% | -42.7% | +69.7% | +32.7% |
| 3Y | +17.5% | -10.6% | +28.1% | +15.3% |
| 5Y | +6.9% | -40.7% | +47.7% | +5.3% |
| 10Y | +332.0% | -57.8% | +389.7% | +317.4% |
| All | +811.0% | -42.0% | +852.9% | +754.2% |
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 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