+317.8%
TMUS vs NCLH
-56.8%
+374.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -2.1% |
| 7D | -5.3% | -4.6% | -0.7% | -4.9% |
| 30D | +0.1% | -19.9% | +20.0% | +1.9% |
| 3M | -0.6% | -22.0% | +21.4% | +1.2% |
| 6M | -17.5% | -28.3% | +10.7% | -15.8% |
| YTD | -11.3% | -33.5% | +22.2% | -9.2% |
| 1Y | -25.4% | -41.5% | +16.1% | -23.0% |
| 3Y | +35.5% | -8.9% | +44.4% | +30.5% |
| 5Y | +41.9% | -40.5% | +82.4% | +37.4% |
| 10Y | +317.8% | -57.0% | +374.8% | +309.2% |
| All | +317.8% | -56.8% | +374.7% | +309.2% |
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