+38.8%
TMUS vs NCLH
-6.4%
+45.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +3.1% | -20.1% | +23.2% | +3.3% |
| 3M | +2.4% | -17.0% | +19.4% | +2.6% |
| 6M | -17.1% | -23.2% | +6.2% | -16.8% |
| YTD | -9.1% | -31.0% | +22.0% | -8.8% |
| 1Y | -23.6% | -37.3% | +13.6% | -23.2% |
| 3Y | +38.8% | -5.6% | +44.4% | +35.1% |
| All | +38.8% | -6.4% | +45.2% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling