+237.8%
TMUS vs NCLH
-53.4%
+291.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.6% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | +7.7% | +20.8% | -13.1% | +5.9% |
| 3M | -6.8% | -8.1% | +1.3% | -6.3% |
| 6M | -9.7% | +11.8% | -21.5% | -10.9% |
| YTD | -15.0% | -19.5% | +4.6% | -14.4% |
| 1Y | -19.1% | -3.2% | -15.9% | -20.1% |
| 3Y | +21.4% | +37.1% | -15.7% | +12.5% |
| 5Y | +51.2% | -29.9% | +81.1% | +44.3% |
| All | +237.8% | -53.4% | +291.1% | +218.8% |
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