-20.7%
TOST vs NCLH
-39.6%
+18.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.7% |
| 7D | -4.7% | -4.6% | 0.0% | -3.6% |
| 30D | -9.1% | -19.9% | +10.9% | -4.4% |
| 3M | +29.8% | -22.0% | +51.8% | +36.9% |
| 6M | +10.0% | -28.3% | +38.3% | +17.4% |
| YTD | -8.6% | -33.5% | +24.9% | -1.6% |
| 1Y | -20.7% | -41.5% | +20.8% | -12.4% |
| All | -20.7% | -39.6% | +18.9% | -12.4% |
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 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