+43.0%
TMUS vs NCLH
-38.4%
+81.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +3.1% | -20.1% | +23.2% | +4.3% |
| 3M | +2.4% | -17.0% | +19.4% | +3.3% |
| 6M | -17.1% | -23.2% | +6.2% | -16.2% |
| YTD | -9.1% | -31.0% | +22.0% | -7.8% |
| 1Y | -23.6% | -37.3% | +13.6% | -22.2% |
| 3Y | +38.8% | -5.6% | +44.4% | +33.4% |
| 5Y | +43.0% | -37.0% | +79.9% | +37.3% |
| All | +43.0% | -38.4% | +81.4% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling