-45.7%
TOST vs NCLH
-38.3%
-7.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.4% | -6.5% | +3.1% | -0.5% |
| 30D | -2.4% | -23.3% | +20.9% | +9.3% |
| 3M | +34.6% | -18.6% | +53.2% | +45.9% |
| 6M | +15.2% | -26.2% | +41.4% | +28.2% |
| YTD | -4.4% | -30.2% | +25.8% | +6.7% |
| 1Y | -17.4% | -39.2% | +21.7% | -3.0% |
| 3Y | +54.5% | -5.1% | +59.5% | +31.8% |
| All | -45.7% | -38.3% | -7.4% | -47.0% |
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