-24.7%
TMUS vs NCLH
-42.6%
+17.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.2% |
| 7D | -5.8% | -6.5% | +0.8% | -6.0% |
| 30D | -0.2% | -22.1% | +21.9% | -1.2% |
| 3M | -4.0% | -18.7% | +14.7% | -4.3% |
| 6M | -18.1% | -28.4% | +10.3% | -18.8% |
| YTD | -11.3% | -34.7% | +23.4% | -12.7% |
| 1Y | -24.7% | -42.7% | +18.0% | -25.0% |
| All | -24.7% | -42.6% | +17.8% | -25.0% |
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