+1,125.6%
TMUS vs NCLH
-38.0%
+1,163.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.4% |
| 7D | +0.1% | -6.5% | +6.6% | +0.7% |
| 30D | +5.3% | -23.3% | +28.6% | +7.9% |
| 3M | +3.1% | -18.6% | +21.7% | +4.9% |
| 6M | -16.5% | -26.2% | +9.8% | -14.6% |
| YTD | -9.2% | -30.2% | +21.1% | -7.1% |
| 1Y | -26.5% | -39.2% | +12.7% | -24.1% |
| 3Y | +39.0% | -5.1% | +44.1% | +32.7% |
| 5Y | +40.4% | -36.8% | +77.1% | +34.5% |
| 10Y | +303.7% | -56.3% | +360.0% | +262.7% |
| All | +1,125.6% | -38.0% | +1,163.6% | +974.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling