-21.2%
TMUS vs NCLH
-8.8%
-12.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.8% | -3.7% | +3.3% |
| 7D | +7.5% | +15.8% | -8.3% | +8.0% |
| 30D | -3.3% | +25.1% | -28.4% | -2.6% |
| 3M | -9.7% | -7.3% | -2.3% | -10.2% |
| 6M | -17.2% | +8.1% | -25.4% | -16.2% |
| YTD | -20.3% | -16.7% | -3.7% | -21.0% |
| 1Y | -21.2% | -1.0% | -20.2% | -22.1% |
| All | -21.2% | -8.8% | -12.4% | -22.1% |
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