-17.5%
TMUS vs NCLH
-23.5%
+6.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -2.4% |
| 7D | -5.3% | -4.6% | -0.7% | -5.3% |
| 30D | +0.1% | -19.9% | +20.0% | -0.2% |
| 3M | -0.6% | -22.0% | +21.4% | -0.6% |
| 6M | -17.5% | -28.3% | +10.7% | -18.4% |
| All | -17.5% | -23.5% | +6.0% | -18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling